Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"
## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"
## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "^DJI"
## [1] "^STOXX50E"
## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"
## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 847740 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master
##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\Rtmp6roImC\remotes1040315633ac\RamiKrispin-coronavirus-f4f6903/DESCRIPTION'
## 
  
  
  
-  preparing 'coronavirus': (1.4s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts (360ms)
## 
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 
## Caught an warning!
## <simpleWarning: package 'coronavirus' is in use and will not be installed>
## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

As of Feb 2020 we have entered a recession as defined by the NBER yet the market continues to rise.

P/E ratio of 18.12 compares to a historical mean value over the last decade of 18.63. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

  • S&P 500 Volume, last updated on 2022-10-12, is flat over the last year and negative over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 3.50% (last updated on 2022-09-01) which is near the 1-year average of 3.72% and rising with respect to the low in the last twelve months of 3.50%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 2.30% which is above the 1-year average of 4.20% and falling with respect to the peak, in the last twelve months, of 4.93%.

  • Jobless claims (ICSA data) year-over-year stands at -27.39% (last updated on 2022-10-08) which is in-line with the 1-year average of -58.34% and below the peak, in the last twelve months, of -27.39%.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

  • Real personal income year over year growth stands at -0.24% (last updated on 2022-08-01). This is below the recent peak of 2.39%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at 0.40% (last updated on 2022-10-11). This is above the recent low of 0.12%. The trend is negative over the last year and positive over the last month.

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
4 PCEPI Personal Consumption Expenditures: Chain-type Price Index
7 NPPTTL Total Nonfarm Private Payroll Employment (ADP)
9 PAYNSA All Employees: Total Nonfarm Payrolls (NSA)
10 TABSHNO Households and nonprofit organizations; total assets, Level
11 HNONWPDPI Household Net Worth, percent Dispsable Income
14 RSALES Real Retail Sales (DISCONTINUED)
15 W875RX1 Real personal income excluding current transfer receipts
16 RPI Real personal income
50 IMPCH U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
51 EXPCH U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
52 IMPMX U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
53 EXPMX U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
55 HNFSUSNSA New One Family Houses for Sale in the United States (Monthly, NSA)
56 BUSLOANS Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
57 TOTCI Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
58 BUSLOANSNSA Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
59 REALLNNSA Real Estate Loans, All Commercial Banks (Monthly, NSA)
60 REALLN Real Estate Loans, All Commercial Banks (Monthly, SA)
61 RELACBW027NBOG Real Estate Loans, All Commercial Banks (Weekly, NSA)
62 RELACBW027SBOG Real Estate Loans, All Commercial Banks (Weekly, SA)
63 RREACBM027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
64 RREACBM027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
65 RREACBW027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
66 RREACBW027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
68 CONSUMERNSA Consumer Loans, All Commercial Banks
69 TOTLLNSA Loans and Leases in Bank Credit, All Commercial Banks
71 DRCLACBS Delinquency Rate on Consumer Loans, All Commercial Banks, SA
73 SRPSABSNNCB Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
74 ASTLL All sectors; total loans; liability, Level (NSA)
75 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
76 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
77 ASTMA All sectors; total mortgages; asset, Level (NSA)
78 ASHMA All sectors; home mortgages; asset, Level (NSA)
79 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
80 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
81 ASFMA All sectors; farm mortgages; asset, Level (NSA)
82 CCLBSHNO Households and nonprofit organizations; consumer credit; liability, Level (NSA)
83 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
84 FBLL Domestic financial sectors loans; liability, Level (NSA)
85 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
89 DGS30 10-Year Treasury Constant Maturity Rate
90 DGS1 1-Year Treasury Constant Maturity Rate
91 DGS2 2-Year Treasury Constant Maturity Rate
92 TB3MS 3-Month Treasury Bill: Secondary Market Rate (Monthly)
93 DTB3 3-Month Treasury Bill: Secondary Market Rate (Daily)
97 NEWORDER Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
98 ALTSALES Light Weight Vehicle Sales: Autos and Light Trucks
109 GDP Gross Domestic Product
110 FNDEFX Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
111 FDEFX Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
112 GDPNOW Fed Atlanta GDPNow
113 GDPC1 Real Gross Domestic Product
114 GDPDEF Gross Domestic Product: Implicit Price Deflator
117 FEDFUNDS Effective Federal Funds Rate
118 GPDI Gross Private Domestic Investment
119 W790RC1Q027SBEA Net domestic investment: Private: Domestic busines
120 MZMV Velocity of MZM Money Stock
121 M1 M1 Money Stock
122 M2 M2 Money Stock
123 OPHNFB Nonfarm Business Sector: Real Output Per Hour of All Persons
126 GS5 5-Year Treasury Constant Maturity Rate
131 GFDEBTN Federal Debt: Total Public Debt
134 MSPUS Median Sales Price of Houses Sold for the United States (NSA)
138 GFDEGDQ188S Federal Debt: Total Public Debt as Percent of Gross Domestic Product
139 FYFSD Federal Surplus or Deficit
140 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
145 OUTMS Manufacturing Sector: Real Output
146 MANEMP All Employees: Manufacturing
147 PRS30006163 Manufacturing Sector: Real Output Per Person
148 BAMLC0A3CA ICE BofAML US Corporate A Option-Adjusted Spread
149 AAA Moody’s Seasoned Aaa Corporate Bond Yield
152 SOFR99 Secured Overnight Financing Rate: 99th Percentile
154 SOFR25 Secured Overnight Financing Rate: 25th Percentile
155 SOFR1 Secured Overnight Financing Rate: 1st Percentile
156 OBFR Overnight Bank Funding Rate
158 OBFR75 Overnight Bank Funding Rate: 75th Percentile
159 OBFR25 Overnight Bank Funding Rate: 25th Percentile
160 OBFR1 Overnight Bank Funding Rate: 1st Percentile
162 IOER Interest Rate on Excess Reserves
164 EXCSRESNW Excess Reserves of Depository Institutions
165 ECBASSETS Central Bank Assets for Euro Area (11-19 Countries)
166 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
167 CEU0600000007 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
168 CURRENCY Currency Component of M1 (Seasonally Adjusted)
169 WCURRNS Currency Component of M1
171 PRS88003193 Nonfinancial Corporations Sector: Unit Profits
174 POPTHM Population (U.S.)
175 POPTHM Population (U.S.)
181 FRGSHPUSM649NCIS Cass Freight Index: Shipments
182 BOPGTB Trade Balance: Goods, Balance of Payments Basis (SA)
183 TERMCBPER24NS Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
184 A065RC1A027NBEA Personal income (NSA)
185 PI Personal income (SA)
186 PCE Personal Consumption Expenditures (SA)
187 A053RC1Q027SBEA National income: Corporate profits before tax (without IVA and CCAdj)
188 CPROFIT Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
225 ISMMANPMI Institute of Supply Managment PMI Composite Index
227 MULTPLSP500SALESQUARTER S&P 500 TTM Sales (Not Inflation Adjusted)
230 CHRISCMEHG1 Copper Futures, Continuous Contract #1 (HG1) (Front Month)
231 WWDIWLDISAIRGOODMTK1 Air transport, freight
233 PETA103600001M U.S. Total Gasoline Retail Sales by Refiners, Monthly
234 PETA123600001M U.S. Regular Gasoline Retail Sales by Refiners, Monthly
235 PETA143B00001M U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
236 PETA133B00001M U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
237 TOTALOGNRPUSM Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
238 TOTALPANRPUSM Crude Oil Rotary Rigs in Operation, Monthly
239 TOTALNGNRPUSM Natural Gas Rotary Rigs in Operation, Monthly
240 BKRTotal Total Rig Count
241 BKRGas Gas Rig Count
242 BKROil Oil Rig Count
243 FARMINCOME Net Farm Income
244 OPEARNINGSPERSHARE Operating Earnings per Share
245 AREARNINGSPERSHARE As-Reported Earnings per Share
246 CASHDIVIDENDSPERSHR Cash Dividends per Share
247 SALESPERSHR Sales per Share
248 BOOKVALPERSHR Book value per Share
249 CAPEXPERSHR Cap ex per Share
250 PRICE Price
251 OPEARNINGSTTM TTM Operating Earnings
252 AREARNINGSTTM TTM Reported Earnings
253 FINRAMarginDebt Margin Debt
254 FINRAFreeCreditMargin Free Credit Balances in Customers’ Securities Margin Accounts
255 OCCEquityVolume Equity Options Volume
256 OCCNonEquityVolume Non-Equity Options Volume
258 BUSLOANS.minus.BUSLOANSNSA Business Loans (Montlhy) SA - NSA
259 BUSLOANS.minus.BUSLOANSNSA.by.GDP Business Loans (Montlhy) SA - NSA divided by GDP
260 BUSLOANS.by.GDP Business Loans Normalized by GDP
263 BUSLOANSNSA.by.GDP Business Loans Normalized by GDP
264 TOTCI.by.GDP Business Loans (Weekly, SA) Normalized by GDP
268 W875RX1.by.GDP Real Personal Income Normalized by GDP
269 A065RC1A027NBEA.by.GDP Personal Income (NSA) Normalized by GDP
270 PI.by.GDP Personal Income (SA) Normalized by GDP
271 A053RC1Q027SBEA.by.GDP National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
272 CPROFIT.by.GDP National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
273 CONSUMERNSA.by.GDP Consumer Loans Not Seasonally Adjusted divided by GDP
274 RREACBM027NBOG.by.GDP Residental Real Estate Loans (Monthly, NSA) divided by GDP
275 RREACBM027SBOG.by.GDP Residental Real Estate Loans (Monthly, SA) divided by GDP
276 RREACBW027SBOG.by.GDP Residental Real Estate Loans (Weekly, SA) divided by GDP
277 RREACBW027NBOG.by.GDP Residental Real Estate Loans (Weekly, NSA) divided by GDP
280 ASHMA.by.GDP Home Mortgages (Quarterly, NSA) divided by GDP
283 CONSUMERNSA.INTEREST Consumer Loans (Not Seasonally Adjusted) Interest Burdens
284 CONSUMERNSA.INTEREST.by.GDP Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
285 TOTLNNSA Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
286 TOTLNNSA.by.GDP Total Loans Not Seasonally Adjusted divided by GDP
290 EXCSRESNW.by.GDP Excess Reserves of Depository Institutions Divided by GDP
295 SRPSABSNNCB.by.GDP Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
296 ASTLL.by.GDP All sectors; total loans; liability, Level (NSA) Divided by GDP
297 ASFMA.by.GDP All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
298 ASFMA.by.ASTLL All sectors; total loans Divided by farm mortgages
301 FARMINCOME.by.GDP Farm Income (Annual, NSA) Divided by GDP
304 ECBASSETS.by.EUNNGDP Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
322 GDP.by.GDPDEF Nominal GDP Normalized by GDP def
335 MSPUS.times.HNFSUSNSA New privately owned 1-family units for sale times median price
344 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
345 CPIAUCSL_mva365 Consumer Price Index for All Urban Consumers: All Items 365 Day MA
346 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
347 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
348 USREC_YoY NBER based Recession Indicators Year over Year
349 USREC_YoY4 NBER based Recession Indicators 4 Year over 4 Year
350 USREC_YoY5 NBER based Recession Indicators 5 Year over 5 Year
351 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
352 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
353 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
354 USREC_Log Log of NBER based Recession Indicators
355 USREC_mva365 NBER based Recession Indicators 365 Day MA
356 USREC_mva200 NBER based Recession Indicators 200 Day MA
357 USREC_mva050 NBER based Recession Indicators 50 Day MA
358 UNRATE_YoY Civilian Unemployment Rate U-3 Year over Year
374 PCEPI_Log Log of Personal Consumption Expenditures: Chain-type Price Index
375 PCEPI_mva365 Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
376 PCEPI_mva200 Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
377 PCEPI_mva050 Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
378 CCSA_YoY Continued Claims (Insured Unemployment) Year over Year
383 CCSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment)
388 CCNSA_YoY Continued Claims (Insured Unemployment, NSA) Year over Year
404 NPPTTL_Log Log of Total Nonfarm Private Payroll Employment (ADP)
405 NPPTTL_mva365 Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
406 NPPTTL_mva200 Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
407 NPPTTL_mva050 Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
408 U6RATE_YoY Total unemployed + margin + part-time U-6 Year over Year
423 PAYNSA_SmoothDer Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA)
424 PAYNSA_Log Log of All Employees: Total Nonfarm Payrolls (NSA)
425 PAYNSA_mva365 All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
426 PAYNSA_mva200 All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
427 PAYNSA_mva050 All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
431 TABSHNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level
433 TABSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; total assets, Level
434 TABSHNO_Log Log of Households and nonprofit organizations; total assets, Level
441 HNONWPDPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income
443 HNONWPDPI_SmoothDer Derivative of Smoothed Household Net Worth, percent Dispsable Income
444 HNONWPDPI_Log Log of Household Net Worth, percent Dispsable Income
455 INDPRO_mva365 Industrial Production Index 365 Day MA
456 INDPRO_mva200 Industrial Production Index 200 Day MA
468 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
469 RSALES_YoY4 Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
470 RSALES_YoY5 Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
474 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
475 RSALES_mva365 Real Retail Sales (DISCONTINUED) 365 Day MA
476 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
477 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
481 W875RX1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real personal income excluding current transfer receipts
483 W875RX1_SmoothDer Derivative of Smoothed Real personal income excluding current transfer receipts
484 W875RX1_Log Log of Real personal income excluding current transfer receipts
487 W875RX1_mva050 Real personal income excluding current transfer receipts 50 Day MA
491 RPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real personal income
493 RPI_SmoothDer Derivative of Smoothed Real personal income
494 RPI_Log Log of Real personal income
497 RPI_mva050 Real personal income 50 Day MA
555 NOBL.Volume_mva365 365 Day MA
611 SCHD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
615 SCHD.Volume_mva365 365 Day MA
633 PFF.Open_SmoothDer Derivative of Smoothed
643 PFF.High_SmoothDer Derivative of Smoothed
653 PFF.Low_SmoothDer Derivative of Smoothed
663 PFF.Close_SmoothDer Derivative of Smoothed
673 PFF.Volume_SmoothDer Derivative of Smoothed
683 PFF.Adjusted_SmoothDer Derivative of Smoothed
693 HPI.Open_SmoothDer Derivative of Smoothed
703 HPI.High_SmoothDer Derivative of Smoothed
713 HPI.Low_SmoothDer Derivative of Smoothed
723 HPI.Close_SmoothDer Derivative of Smoothed
735 HPI.Volume_mva365 365 Day MA
743 HPI.Adjusted_SmoothDer Derivative of Smoothed
788 GSFTX.Volume_YoY Year over Year
789 GSFTX.Volume_YoY4 4 Year over 4 Year
790 GSFTX.Volume_YoY5 5 Year over 5 Year
791 GSFTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
792 GSFTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
793 GSFTX.Volume_SmoothDer Derivative of Smoothed
794 GSFTX.Volume_Log Log of
795 GSFTX.Volume_mva365 365 Day MA
796 GSFTX.Volume_mva200 200 Day MA
797 GSFTX.Volume_mva050 50 Day MA
815 LFMIX.Open_mva365 365 Day MA
816 LFMIX.Open_mva200 200 Day MA
817 LFMIX.Open_mva050 50 Day MA
825 LFMIX.High_mva365 365 Day MA
826 LFMIX.High_mva200 200 Day MA
827 LFMIX.High_mva050 50 Day MA
835 LFMIX.Low_mva365 365 Day MA
836 LFMIX.Low_mva200 200 Day MA
837 LFMIX.Low_mva050 50 Day MA
845 LFMIX.Close_mva365 365 Day MA
846 LFMIX.Close_mva200 200 Day MA
847 LFMIX.Close_mva050 50 Day MA
848 LFMIX.Volume_YoY Year over Year
849 LFMIX.Volume_YoY4 4 Year over 4 Year
850 LFMIX.Volume_YoY5 5 Year over 5 Year
851 LFMIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
852 LFMIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
853 LFMIX.Volume_SmoothDer Derivative of Smoothed
854 LFMIX.Volume_Log Log of
855 LFMIX.Volume_mva365 365 Day MA
856 LFMIX.Volume_mva200 200 Day MA
857 LFMIX.Volume_mva050 50 Day MA
865 LFMIX.Adjusted_mva365 365 Day MA
866 LFMIX.Adjusted_mva200 200 Day MA
867 LFMIX.Adjusted_mva050 50 Day MA
875 LFMCX.Open_mva365 365 Day MA
876 LFMCX.Open_mva200 200 Day MA
877 LFMCX.Open_mva050 50 Day MA
885 LFMCX.High_mva365 365 Day MA
886 LFMCX.High_mva200 200 Day MA
887 LFMCX.High_mva050 50 Day MA
895 LFMCX.Low_mva365 365 Day MA
896 LFMCX.Low_mva200 200 Day MA
897 LFMCX.Low_mva050 50 Day MA
905 LFMCX.Close_mva365 365 Day MA
906 LFMCX.Close_mva200 200 Day MA
907 LFMCX.Close_mva050 50 Day MA
908 LFMCX.Volume_YoY Year over Year
909 LFMCX.Volume_YoY4 4 Year over 4 Year
910 LFMCX.Volume_YoY5 5 Year over 5 Year
911 LFMCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
912 LFMCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
913 LFMCX.Volume_SmoothDer Derivative of Smoothed
914 LFMCX.Volume_Log Log of
915 LFMCX.Volume_mva365 365 Day MA
916 LFMCX.Volume_mva200 200 Day MA
917 LFMCX.Volume_mva050 50 Day MA
925 LFMCX.Adjusted_mva365 365 Day MA
926 LFMCX.Adjusted_mva200 200 Day MA
927 LFMCX.Adjusted_mva050 50 Day MA
935 LFMAX.Open_mva365 365 Day MA
936 LFMAX.Open_mva200 200 Day MA
937 LFMAX.Open_mva050 50 Day MA
945 LFMAX.High_mva365 365 Day MA
946 LFMAX.High_mva200 200 Day MA
947 LFMAX.High_mva050 50 Day MA
955 LFMAX.Low_mva365 365 Day MA
956 LFMAX.Low_mva200 200 Day MA
957 LFMAX.Low_mva050 50 Day MA
965 LFMAX.Close_mva365 365 Day MA
966 LFMAX.Close_mva200 200 Day MA
967 LFMAX.Close_mva050 50 Day MA
968 LFMAX.Volume_YoY Year over Year
969 LFMAX.Volume_YoY4 4 Year over 4 Year
970 LFMAX.Volume_YoY5 5 Year over 5 Year
971 LFMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
972 LFMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
973 LFMAX.Volume_SmoothDer Derivative of Smoothed
974 LFMAX.Volume_Log Log of
975 LFMAX.Volume_mva365 365 Day MA
976 LFMAX.Volume_mva200 200 Day MA
977 LFMAX.Volume_mva050 50 Day MA
985 LFMAX.Adjusted_mva365 365 Day MA
986 LFMAX.Adjusted_mva200 200 Day MA
987 LFMAX.Adjusted_mva050 50 Day MA
993 LCSIX.Open_SmoothDer Derivative of Smoothed
1003 LCSIX.High_SmoothDer Derivative of Smoothed
1013 LCSIX.Low_SmoothDer Derivative of Smoothed
1023 LCSIX.Close_SmoothDer Derivative of Smoothed
1028 LCSIX.Volume_YoY Year over Year
1029 LCSIX.Volume_YoY4 4 Year over 4 Year
1030 LCSIX.Volume_YoY5 5 Year over 5 Year
1031 LCSIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1032 LCSIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1033 LCSIX.Volume_SmoothDer Derivative of Smoothed
1034 LCSIX.Volume_Log Log of
1035 LCSIX.Volume_mva365 365 Day MA
1036 LCSIX.Volume_mva200 200 Day MA
1037 LCSIX.Volume_mva050 50 Day MA
1045 LCSIX.Adjusted_mva365 365 Day MA
1053 BSV.Open_SmoothDer Derivative of Smoothed
1063 BSV.High_SmoothDer Derivative of Smoothed
1073 BSV.Low_SmoothDer Derivative of Smoothed
1083 BSV.Close_SmoothDer Derivative of Smoothed
1103 BSV.Adjusted_SmoothDer Derivative of Smoothed
1113 VBIRX.Open_SmoothDer Derivative of Smoothed
1123 VBIRX.High_SmoothDer Derivative of Smoothed
1133 VBIRX.Low_SmoothDer Derivative of Smoothed
1143 VBIRX.Close_SmoothDer Derivative of Smoothed
1148 VBIRX.Volume_YoY Year over Year
1149 VBIRX.Volume_YoY4 4 Year over 4 Year
1150 VBIRX.Volume_YoY5 5 Year over 5 Year
1151 VBIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1152 VBIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1153 VBIRX.Volume_SmoothDer Derivative of Smoothed
1154 VBIRX.Volume_Log Log of
1155 VBIRX.Volume_mva365 365 Day MA
1156 VBIRX.Volume_mva200 200 Day MA
1157 VBIRX.Volume_mva050 50 Day MA
1163 VBIRX.Adjusted_SmoothDer Derivative of Smoothed
1173 BIV.Open_SmoothDer Derivative of Smoothed
1183 BIV.High_SmoothDer Derivative of Smoothed
1193 BIV.Low_SmoothDer Derivative of Smoothed
1203 BIV.Close_SmoothDer Derivative of Smoothed
1223 BIV.Adjusted_SmoothDer Derivative of Smoothed
1233 VFSUX.Open_SmoothDer Derivative of Smoothed
1243 VFSUX.High_SmoothDer Derivative of Smoothed
1253 VFSUX.Low_SmoothDer Derivative of Smoothed
1263 VFSUX.Close_SmoothDer Derivative of Smoothed
1268 VFSUX.Volume_YoY Year over Year
1269 VFSUX.Volume_YoY4 4 Year over 4 Year
1270 VFSUX.Volume_YoY5 5 Year over 5 Year
1271 VFSUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1272 VFSUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1273 VFSUX.Volume_SmoothDer Derivative of Smoothed
1274 VFSUX.Volume_Log Log of
1275 VFSUX.Volume_mva365 365 Day MA
1276 VFSUX.Volume_mva200 200 Day MA
1277 VFSUX.Volume_mva050 50 Day MA
1283 VFSUX.Adjusted_SmoothDer Derivative of Smoothed
1293 LTUIX.Open_SmoothDer Derivative of Smoothed
1303 LTUIX.High_SmoothDer Derivative of Smoothed
1313 LTUIX.Low_SmoothDer Derivative of Smoothed
1323 LTUIX.Close_SmoothDer Derivative of Smoothed
1328 LTUIX.Volume_YoY Year over Year
1329 LTUIX.Volume_YoY4 4 Year over 4 Year
1330 LTUIX.Volume_YoY5 5 Year over 5 Year
1331 LTUIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1332 LTUIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1333 LTUIX.Volume_SmoothDer Derivative of Smoothed
1334 LTUIX.Volume_Log Log of
1335 LTUIX.Volume_mva365 365 Day MA
1336 LTUIX.Volume_mva200 200 Day MA
1337 LTUIX.Volume_mva050 50 Day MA
1343 LTUIX.Adjusted_SmoothDer Derivative of Smoothed
1353 PTTPX.Open_SmoothDer Derivative of Smoothed
1363 PTTPX.High_SmoothDer Derivative of Smoothed
1373 PTTPX.Low_SmoothDer Derivative of Smoothed
1383 PTTPX.Close_SmoothDer Derivative of Smoothed
1388 PTTPX.Volume_YoY Year over Year
1389 PTTPX.Volume_YoY4 4 Year over 4 Year
1390 PTTPX.Volume_YoY5 5 Year over 5 Year
1391 PTTPX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1392 PTTPX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1393 PTTPX.Volume_SmoothDer Derivative of Smoothed
1394 PTTPX.Volume_Log Log of
1395 PTTPX.Volume_mva365 365 Day MA
1396 PTTPX.Volume_mva200 200 Day MA
1397 PTTPX.Volume_mva050 50 Day MA
1403 PTTPX.Adjusted_SmoothDer Derivative of Smoothed
1413 NERYX.Open_SmoothDer Derivative of Smoothed
1423 NERYX.High_SmoothDer Derivative of Smoothed
1433 NERYX.Low_SmoothDer Derivative of Smoothed
1443 NERYX.Close_SmoothDer Derivative of Smoothed
1448 NERYX.Volume_YoY Year over Year
1449 NERYX.Volume_YoY4 4 Year over 4 Year
1450 NERYX.Volume_YoY5 5 Year over 5 Year
1451 NERYX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1452 NERYX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1453 NERYX.Volume_SmoothDer Derivative of Smoothed
1454 NERYX.Volume_Log Log of
1455 NERYX.Volume_mva365 365 Day MA
1456 NERYX.Volume_mva200 200 Day MA
1457 NERYX.Volume_mva050 50 Day MA
1463 NERYX.Adjusted_SmoothDer Derivative of Smoothed
1473 STIGX.Open_SmoothDer Derivative of Smoothed
1483 STIGX.High_SmoothDer Derivative of Smoothed
1493 STIGX.Low_SmoothDer Derivative of Smoothed
1503 STIGX.Close_SmoothDer Derivative of Smoothed
1508 STIGX.Volume_YoY Year over Year
1509 STIGX.Volume_YoY4 4 Year over 4 Year
1510 STIGX.Volume_YoY5 5 Year over 5 Year
1511 STIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1512 STIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1513 STIGX.Volume_SmoothDer Derivative of Smoothed
1514 STIGX.Volume_Log Log of
1515 STIGX.Volume_mva365 365 Day MA
1516 STIGX.Volume_mva200 200 Day MA
1517 STIGX.Volume_mva050 50 Day MA
1523 STIGX.Adjusted_SmoothDer Derivative of Smoothed
1533 HLGAX.Open_SmoothDer Derivative of Smoothed
1543 HLGAX.High_SmoothDer Derivative of Smoothed
1553 HLGAX.Low_SmoothDer Derivative of Smoothed
1563 HLGAX.Close_SmoothDer Derivative of Smoothed
1568 HLGAX.Volume_YoY Year over Year
1569 HLGAX.Volume_YoY4 4 Year over 4 Year
1570 HLGAX.Volume_YoY5 5 Year over 5 Year
1571 HLGAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1572 HLGAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1573 HLGAX.Volume_SmoothDer Derivative of Smoothed
1574 HLGAX.Volume_Log Log of
1575 HLGAX.Volume_mva365 365 Day MA
1576 HLGAX.Volume_mva200 200 Day MA
1577 HLGAX.Volume_mva050 50 Day MA
1583 HLGAX.Adjusted_SmoothDer Derivative of Smoothed
1593 FTRGX.Open_SmoothDer Derivative of Smoothed
1603 FTRGX.High_SmoothDer Derivative of Smoothed
1613 FTRGX.Low_SmoothDer Derivative of Smoothed
1623 FTRGX.Close_SmoothDer Derivative of Smoothed
1628 FTRGX.Volume_YoY Year over Year
1629 FTRGX.Volume_YoY4 4 Year over 4 Year
1630 FTRGX.Volume_YoY5 5 Year over 5 Year
1631 FTRGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1632 FTRGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1633 FTRGX.Volume_SmoothDer Derivative of Smoothed
1634 FTRGX.Volume_Log Log of
1635 FTRGX.Volume_mva365 365 Day MA
1636 FTRGX.Volume_mva200 200 Day MA
1637 FTRGX.Volume_mva050 50 Day MA
1643 FTRGX.Adjusted_SmoothDer Derivative of Smoothed
1653 THIIX.Open_SmoothDer Derivative of Smoothed
1663 THIIX.High_SmoothDer Derivative of Smoothed
1673 THIIX.Low_SmoothDer Derivative of Smoothed
1683 THIIX.Close_SmoothDer Derivative of Smoothed
1688 THIIX.Volume_YoY Year over Year
1689 THIIX.Volume_YoY4 4 Year over 4 Year
1690 THIIX.Volume_YoY5 5 Year over 5 Year
1691 THIIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1692 THIIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1693 THIIX.Volume_SmoothDer Derivative of Smoothed
1694 THIIX.Volume_Log Log of
1695 THIIX.Volume_mva365 365 Day MA
1696 THIIX.Volume_mva200 200 Day MA
1697 THIIX.Volume_mva050 50 Day MA
1703 THIIX.Adjusted_SmoothDer Derivative of Smoothed
1713 PTTRX.Open_SmoothDer Derivative of Smoothed
1723 PTTRX.High_SmoothDer Derivative of Smoothed
1733 PTTRX.Low_SmoothDer Derivative of Smoothed
1743 PTTRX.Close_SmoothDer Derivative of Smoothed
1748 PTTRX.Volume_YoY Year over Year
1749 PTTRX.Volume_YoY4 4 Year over 4 Year
1750 PTTRX.Volume_YoY5 5 Year over 5 Year
1751 PTTRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1752 PTTRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1753 PTTRX.Volume_SmoothDer Derivative of Smoothed
1754 PTTRX.Volume_Log Log of
1755 PTTRX.Volume_mva365 365 Day MA
1756 PTTRX.Volume_mva200 200 Day MA
1757 PTTRX.Volume_mva050 50 Day MA
1763 PTTRX.Adjusted_SmoothDer Derivative of Smoothed
1773 BFIGX.Open_SmoothDer Derivative of Smoothed
1783 BFIGX.High_SmoothDer Derivative of Smoothed
1793 BFIGX.Low_SmoothDer Derivative of Smoothed
1803 BFIGX.Close_SmoothDer Derivative of Smoothed
1808 BFIGX.Volume_YoY Year over Year
1809 BFIGX.Volume_YoY4 4 Year over 4 Year
1810 BFIGX.Volume_YoY5 5 Year over 5 Year
1811 BFIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1812 BFIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1813 BFIGX.Volume_SmoothDer Derivative of Smoothed
1814 BFIGX.Volume_Log Log of
1815 BFIGX.Volume_mva365 365 Day MA
1816 BFIGX.Volume_mva200 200 Day MA
1817 BFIGX.Volume_mva050 50 Day MA
1833 VTWO.Open_SmoothDer Derivative of Smoothed
1843 VTWO.High_SmoothDer Derivative of Smoothed
1853 VTWO.Low_SmoothDer Derivative of Smoothed
1863 VTWO.Close_SmoothDer Derivative of Smoothed
1875 VTWO.Volume_mva365 365 Day MA
1883 VTWO.Adjusted_SmoothDer Derivative of Smoothed
1893 EIFAX.Open_SmoothDer Derivative of Smoothed
1903 EIFAX.High_SmoothDer Derivative of Smoothed
1913 EIFAX.Low_SmoothDer Derivative of Smoothed
1923 EIFAX.Close_SmoothDer Derivative of Smoothed
1928 EIFAX.Volume_YoY Year over Year
1929 EIFAX.Volume_YoY4 4 Year over 4 Year
1930 EIFAX.Volume_YoY5 5 Year over 5 Year
1931 EIFAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1932 EIFAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1933 EIFAX.Volume_SmoothDer Derivative of Smoothed
1934 EIFAX.Volume_Log Log of
1935 EIFAX.Volume_mva365 365 Day MA
1936 EIFAX.Volume_mva200 200 Day MA
1937 EIFAX.Volume_mva050 50 Day MA
1943 EIFAX.Adjusted_SmoothDer Derivative of Smoothed
1953 ASDAX.Open_SmoothDer Derivative of Smoothed
1963 ASDAX.High_SmoothDer Derivative of Smoothed
1973 ASDAX.Low_SmoothDer Derivative of Smoothed
1983 ASDAX.Close_SmoothDer Derivative of Smoothed
1988 ASDAX.Volume_YoY Year over Year
1989 ASDAX.Volume_YoY4 4 Year over 4 Year
1990 ASDAX.Volume_YoY5 5 Year over 5 Year
1991 ASDAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1992 ASDAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1993 ASDAX.Volume_SmoothDer Derivative of Smoothed
1994 ASDAX.Volume_Log Log of
1995 ASDAX.Volume_mva365 365 Day MA
1996 ASDAX.Volume_mva200 200 Day MA
1997 ASDAX.Volume_mva050 50 Day MA
2003 ASDAX.Adjusted_SmoothDer Derivative of Smoothed
2013 TRBUX.Open_SmoothDer Derivative of Smoothed
2023 TRBUX.High_SmoothDer Derivative of Smoothed
2033 TRBUX.Low_SmoothDer Derivative of Smoothed
2043 TRBUX.Close_SmoothDer Derivative of Smoothed
2048 TRBUX.Volume_YoY Year over Year
2049 TRBUX.Volume_YoY4 4 Year over 4 Year
2050 TRBUX.Volume_YoY5 5 Year over 5 Year
2051 TRBUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2052 TRBUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2053 TRBUX.Volume_SmoothDer Derivative of Smoothed
2054 TRBUX.Volume_Log Log of
2055 TRBUX.Volume_mva365 365 Day MA
2056 TRBUX.Volume_mva200 200 Day MA
2057 TRBUX.Volume_mva050 50 Day MA
2063 TRBUX.Adjusted_SmoothDer Derivative of Smoothed
2073 PRVIX.Open_SmoothDer Derivative of Smoothed
2083 PRVIX.High_SmoothDer Derivative of Smoothed
2093 PRVIX.Low_SmoothDer Derivative of Smoothed
2103 PRVIX.Close_SmoothDer Derivative of Smoothed
2108 PRVIX.Volume_YoY Year over Year
2109 PRVIX.Volume_YoY4 4 Year over 4 Year
2110 PRVIX.Volume_YoY5 5 Year over 5 Year
2111 PRVIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2112 PRVIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2113 PRVIX.Volume_SmoothDer Derivative of Smoothed
2114 PRVIX.Volume_Log Log of
2115 PRVIX.Volume_mva365 365 Day MA
2116 PRVIX.Volume_mva200 200 Day MA
2117 PRVIX.Volume_mva050 50 Day MA
2123 PRVIX.Adjusted_SmoothDer Derivative of Smoothed
2133 PRWCX.Open_SmoothDer Derivative of Smoothed
2143 PRWCX.High_SmoothDer Derivative of Smoothed
2153 PRWCX.Low_SmoothDer Derivative of Smoothed
2163 PRWCX.Close_SmoothDer Derivative of Smoothed
2168 PRWCX.Volume_YoY Year over Year
2169 PRWCX.Volume_YoY4 4 Year over 4 Year
2170 PRWCX.Volume_YoY5 5 Year over 5 Year
2171 PRWCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2172 PRWCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2173 PRWCX.Volume_SmoothDer Derivative of Smoothed
2174 PRWCX.Volume_Log Log of
2175 PRWCX.Volume_mva365 365 Day MA
2176 PRWCX.Volume_mva200 200 Day MA
2177 PRWCX.Volume_mva050 50 Day MA
2183 PRWCX.Adjusted_SmoothDer Derivative of Smoothed
2193 ADOZX.Open_SmoothDer Derivative of Smoothed
2203 ADOZX.High_SmoothDer Derivative of Smoothed
2213 ADOZX.Low_SmoothDer Derivative of Smoothed
2223 ADOZX.Close_SmoothDer Derivative of Smoothed
2228 ADOZX.Volume_YoY Year over Year
2229 ADOZX.Volume_YoY4 4 Year over 4 Year
2230 ADOZX.Volume_YoY5 5 Year over 5 Year
2231 ADOZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2232 ADOZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2233 ADOZX.Volume_SmoothDer Derivative of Smoothed
2234 ADOZX.Volume_Log Log of
2235 ADOZX.Volume_mva365 365 Day MA
2236 ADOZX.Volume_mva200 200 Day MA
2237 ADOZX.Volume_mva050 50 Day MA
2243 ADOZX.Adjusted_SmoothDer Derivative of Smoothed
2251 MERFX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2261 MERFX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2271 MERFX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2281 MERFX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2288 MERFX.Volume_YoY Year over Year
2289 MERFX.Volume_YoY4 4 Year over 4 Year
2290 MERFX.Volume_YoY5 5 Year over 5 Year
2291 MERFX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2292 MERFX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2293 MERFX.Volume_SmoothDer Derivative of Smoothed
2294 MERFX.Volume_Log Log of
2295 MERFX.Volume_mva365 365 Day MA
2296 MERFX.Volume_mva200 200 Day MA
2297 MERFX.Volume_mva050 50 Day MA
2301 MERFX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2313 CMNIX.Open_SmoothDer Derivative of Smoothed
2323 CMNIX.High_SmoothDer Derivative of Smoothed
2333 CMNIX.Low_SmoothDer Derivative of Smoothed
2343 CMNIX.Close_SmoothDer Derivative of Smoothed
2348 CMNIX.Volume_YoY Year over Year
2349 CMNIX.Volume_YoY4 4 Year over 4 Year
2350 CMNIX.Volume_YoY5 5 Year over 5 Year
2351 CMNIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2352 CMNIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2353 CMNIX.Volume_SmoothDer Derivative of Smoothed
2354 CMNIX.Volume_Log Log of
2355 CMNIX.Volume_mva365 365 Day MA
2356 CMNIX.Volume_mva200 200 Day MA
2357 CMNIX.Volume_mva050 50 Day MA
2363 CMNIX.Adjusted_SmoothDer Derivative of Smoothed
2373 CIHEX.Open_SmoothDer Derivative of Smoothed
2383 CIHEX.High_SmoothDer Derivative of Smoothed
2393 CIHEX.Low_SmoothDer Derivative of Smoothed
2403 CIHEX.Close_SmoothDer Derivative of Smoothed
2408 CIHEX.Volume_YoY Year over Year
2409 CIHEX.Volume_YoY4 4 Year over 4 Year
2410 CIHEX.Volume_YoY5 5 Year over 5 Year
2411 CIHEX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2412 CIHEX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2413 CIHEX.Volume_SmoothDer Derivative of Smoothed
2414 CIHEX.Volume_Log Log of
2415 CIHEX.Volume_mva365 365 Day MA
2416 CIHEX.Volume_mva200 200 Day MA
2417 CIHEX.Volume_mva050 50 Day MA
2423 CIHEX.Adjusted_SmoothDer Derivative of Smoothed
2431 IMPCH_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2433 IMPCH_SmoothDer Derivative of Smoothed U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2434 IMPCH_Log Log of U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2435 IMPCH_mva365 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 365 Day MA
2436 IMPCH_mva200 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 200 Day MA
2437 IMPCH_mva050 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 50 Day MA
2439 EXPCH_YoY4 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 4 Year over 4 Year
2443 EXPCH_SmoothDer Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2444 EXPCH_Log Log of U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2447 EXPCH_mva050 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 50 Day MA
2454 IMPMX_Log Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2455 IMPMX_mva365 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 365 Day MA
2456 IMPMX_mva200 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA
2457 IMPMX_mva050 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA
2464 EXPMX_Log Log of U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
2465 EXPMX_mva365 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 365 Day MA
2466 EXPMX_mva200 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 200 Day MA
2467 EXPMX_mva050 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 50 Day MA
2471 HSN1FNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA)
2484 HNFSUSNSA_Log Log of New One Family Houses for Sale in the United States (Monthly, NSA)
2485 HNFSUSNSA_mva365 New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2486 HNFSUSNSA_mva200 New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2487 HNFSUSNSA_mva050 New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
2494 BUSLOANS_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2495 BUSLOANS_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2496 BUSLOANS_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2497 BUSLOANS_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2501 TOTCI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2504 TOTCI_Log Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2505 TOTCI_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2506 TOTCI_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2507 TOTCI_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2514 BUSLOANSNSA_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2515 BUSLOANSNSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2516 BUSLOANSNSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2517 BUSLOANSNSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2524 REALLNNSA_Log Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2525 REALLNNSA_mva365 Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2526 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2527 REALLNNSA_mva050 Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2534 REALLN_Log Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2535 REALLN_mva365 Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2536 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2537 REALLN_mva050 Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2541 RELACBW027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
2543 RELACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA)
2544 RELACBW027NBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, NSA)
2545 RELACBW027NBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2546 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2547 RELACBW027NBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2551 RELACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2553 RELACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2554 RELACBW027SBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, SA)
2555 RELACBW027SBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2556 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2557 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2563 RREACBM027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2564 RREACBM027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2565 RREACBM027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2566 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2567 RREACBM027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2574 RREACBM027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2575 RREACBM027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2576 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2577 RREACBM027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2581 RREACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2583 RREACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2584 RREACBW027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2585 RREACBW027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2586 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2587 RREACBW027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2591 RREACBW027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2593 RREACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2594 RREACBW027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2595 RREACBW027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2596 RREACBW027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2597 RREACBW027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2601 MORTGAGE30US_Smooth Savitsky-Golay Smoothed (p=3, n=365) 30-Year Fixed Rate Mortgage Average in the United States
2605 MORTGAGE30US_mva365 30-Year Fixed Rate Mortgage Average in the United States 365 Day MA
2606 MORTGAGE30US_mva200 30-Year Fixed Rate Mortgage Average in the United States 200 Day MA
2607 MORTGAGE30US_mva050 30-Year Fixed Rate Mortgage Average in the United States 50 Day MA
2614 CONSUMERNSA_Log Log of Consumer Loans, All Commercial Banks
2615 CONSUMERNSA_mva365 Consumer Loans, All Commercial Banks 365 Day MA
2616 CONSUMERNSA_mva200 Consumer Loans, All Commercial Banks 200 Day MA
2617 CONSUMERNSA_mva050 Consumer Loans, All Commercial Banks 50 Day MA
2621 TOTLLNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2624 TOTLLNSA_Log Log of Loans and Leases in Bank Credit, All Commercial Banks
2625 TOTLLNSA_mva365 Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2626 TOTLLNSA_mva200 Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2627 TOTLLNSA_mva050 Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2635 DPSACBW027SBOG_mva365 Deposits, All Commercial Banks 365 Day MA
2644 DRCLACBS_Log Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2645 DRCLACBS_mva365 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2646 DRCLACBS_mva200 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2647 DRCLACBS_mva050 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2655 TOTCINSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2656 TOTCINSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2657 TOTCINSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2660 SRPSABSNNCB_YoY5 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 5 Year over 5 Year
2661 SRPSABSNNCB_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2663 SRPSABSNNCB_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2664 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2674 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
2675 ASTLL_mva365 All sectors; total loans; liability, Level (NSA) 365 Day MA
2676 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
2677 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
2684 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2685 FBDILNECA_mva365 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2686 FBDILNECA_mva200 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2687 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2691 ASOLAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; other loans and advances; liability, Level (NSA)
2694 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
2695 ASOLAL_mva365 All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2696 ASOLAL_mva200 All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2697 ASOLAL_mva050 All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2704 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
2705 ASTMA_mva365 All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2706 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2707 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2714 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
2715 ASHMA_mva365 All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2716 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2717 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2724 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2725 ASMRMA_mva365 All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2726 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2727 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2734 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
2735 ASCMA_mva365 All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2736 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2737 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2744 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
2745 ASFMA_mva365 All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2746 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2747 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2754 CCLBSHNO_Log Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2755 CCLBSHNO_mva365 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 365 Day MA
2756 CCLBSHNO_mva200 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
2757 CCLBSHNO_mva050 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
2764 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
2765 FBDSILQ027S_mva365 Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2766 FBDSILQ027S_mva200 Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2767 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2770 FBLL_YoY5 Domestic financial sectors loans; liability, Level (NSA) 5 Year over 5 Year
2774 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
2775 FBLL_mva365 Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2776 FBLL_mva200 Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
2777 FBLL_mva050 Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2781 NCBDBIQ027S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level
2784 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
2785 NCBDBIQ027S_mva365 Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2790 DGS10_YoY5 10-Year Treasury Constant Maturity Rate 5 Year over 5 Year
2791 DGS10_Smooth Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2792 DGS10_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate
2795 DGS10_mva365 10-Year Treasury Constant Maturity Rate 365 Day MA
2796 DGS10_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2797 DGS10_mva050 10-Year Treasury Constant Maturity Rate 50 Day MA
2801 TNX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2802 TNX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2804 TNX.Open_Log Log of
2805 TNX.Open_mva365 365 Day MA
2806 TNX.Open_mva200 200 Day MA
2807 TNX.Open_mva050 50 Day MA
2811 TNX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2812 TNX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2815 TNX.High_mva365 365 Day MA
2816 TNX.High_mva200 200 Day MA
2817 TNX.High_mva050 50 Day MA
2820 TNX.Low_YoY5 5 Year over 5 Year
2821 TNX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2825 TNX.Low_mva365 365 Day MA
2826 TNX.Low_mva200 200 Day MA
2827 TNX.Low_mva050 50 Day MA
2831 TNX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2832 TNX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2835 TNX.Close_mva365 365 Day MA
2836 TNX.Close_mva200 200 Day MA
2837 TNX.Close_mva050 50 Day MA
2838 TNX.Volume_YoY Year over Year
2839 TNX.Volume_YoY4 4 Year over 4 Year
2840 TNX.Volume_YoY5 5 Year over 5 Year
2841 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2842 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2843 TNX.Volume_SmoothDer Derivative of Smoothed
2844 TNX.Volume_Log Log of
2845 TNX.Volume_mva365 365 Day MA
2846 TNX.Volume_mva200 200 Day MA
2847 TNX.Volume_mva050 50 Day MA
2851 TNX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2852 TNX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2855 TNX.Adjusted_mva365 365 Day MA
2856 TNX.Adjusted_mva200 200 Day MA
2857 TNX.Adjusted_mva050 50 Day MA
2864 CLF.Open_Log Log of
2865 CLF.Open_mva365 365 Day MA
2875 CLF.High_mva365 365 Day MA
2884 CLF.Low_Log Log of
2885 CLF.Low_mva365 365 Day MA
2894 CLF.Close_Log Log of
2895 CLF.Close_mva365 365 Day MA
2903 CLF.Volume_SmoothDer Derivative of Smoothed
2904 CLF.Volume_Log Log of
2914 CLF.Adjusted_Log Log of
2915 CLF.Adjusted_mva365 365 Day MA
2920 DGS30_YoY5 10-Year Treasury Constant Maturity Rate 5 Year over 5 Year
2921 DGS30_Smooth Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2922 DGS30_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate
2924 DGS30_Log Log of 10-Year Treasury Constant Maturity Rate
2925 DGS30_mva365 10-Year Treasury Constant Maturity Rate 365 Day MA
2926 DGS30_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2927 DGS30_mva050 10-Year Treasury Constant Maturity Rate 50 Day MA
2931 DGS1_Smooth Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate
2934 DGS1_Log Log of 1-Year Treasury Constant Maturity Rate
2935 DGS1_mva365 1-Year Treasury Constant Maturity Rate 365 Day MA
2936 DGS1_mva200 1-Year Treasury Constant Maturity Rate 200 Day MA
2937 DGS1_mva050 1-Year Treasury Constant Maturity Rate 50 Day MA
2941 DGS2_Smooth Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate
2942 DGS2_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) 2-Year Treasury Constant Maturity Rate
2944 DGS2_Log Log of 2-Year Treasury Constant Maturity Rate
2945 DGS2_mva365 2-Year Treasury Constant Maturity Rate 365 Day MA
2946 DGS2_mva200 2-Year Treasury Constant Maturity Rate 200 Day MA
2947 DGS2_mva050 2-Year Treasury Constant Maturity Rate 50 Day MA
2951 TB3MS_Smooth Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2953 TB3MS_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2954 TB3MS_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2955 TB3MS_mva365 3-Month Treasury Bill: Secondary Market Rate (Monthly) 365 Day MA
2956 TB3MS_mva200 3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA
2957 TB3MS_mva050 3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA
2960 DTB3_YoY5 3-Month Treasury Bill: Secondary Market Rate (Daily) 5 Year over 5 Year
2961 DTB3_Smooth Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2962 DTB3_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2963 DTB3_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily)
2964 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2965 DTB3_mva365 3-Month Treasury Bill: Secondary Market Rate (Daily) 365 Day MA
2966 DTB3_mva200 3-Month Treasury Bill: Secondary Market Rate (Daily) 200 Day MA
2967 DTB3_mva050 3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA
2969 IRX.Open_YoY4 4 Year over 4 Year
2970 IRX.Open_YoY5 5 Year over 5 Year
2971 IRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2972 IRX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2973 IRX.Open_SmoothDer Derivative of Smoothed
2974 IRX.Open_Log Log of
2975 IRX.Open_mva365 365 Day MA
2976 IRX.Open_mva200 200 Day MA
2977 IRX.Open_mva050 50 Day MA
2979 IRX.High_YoY4 4 Year over 4 Year
2980 IRX.High_YoY5 5 Year over 5 Year
2981 IRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2982 IRX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2983 IRX.High_SmoothDer Derivative of Smoothed
2984 IRX.High_Log Log of
2985 IRX.High_mva365 365 Day MA
2986 IRX.High_mva200 200 Day MA
2987 IRX.High_mva050 50 Day MA
2989 IRX.Low_YoY4 4 Year over 4 Year
2990 IRX.Low_YoY5 5 Year over 5 Year
2991 IRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2992 IRX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2993 IRX.Low_SmoothDer Derivative of Smoothed
2994 IRX.Low_Log Log of
2995 IRX.Low_mva365 365 Day MA
2996 IRX.Low_mva200 200 Day MA
2997 IRX.Low_mva050 50 Day MA
2999 IRX.Close_YoY4 4 Year over 4 Year
3000 IRX.Close_YoY5 5 Year over 5 Year
3001 IRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3002 IRX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3003 IRX.Close_SmoothDer Derivative of Smoothed
3004 IRX.Close_Log Log of
3005 IRX.Close_mva365 365 Day MA
3006 IRX.Close_mva200 200 Day MA
3007 IRX.Close_mva050 50 Day MA
3008 IRX.Volume_YoY Year over Year
3009 IRX.Volume_YoY4 4 Year over 4 Year
3010 IRX.Volume_YoY5 5 Year over 5 Year
3011 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3012 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3013 IRX.Volume_SmoothDer Derivative of Smoothed
3014 IRX.Volume_Log Log of
3015 IRX.Volume_mva365 365 Day MA
3016 IRX.Volume_mva200 200 Day MA
3017 IRX.Volume_mva050 50 Day MA
3019 IRX.Adjusted_YoY4 4 Year over 4 Year
3020 IRX.Adjusted_YoY5 5 Year over 5 Year
3021 IRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3022 IRX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3023 IRX.Adjusted_SmoothDer Derivative of Smoothed
3024 IRX.Adjusted_Log Log of
3025 IRX.Adjusted_mva365 365 Day MA
3026 IRX.Adjusted_mva200 200 Day MA
3027 IRX.Adjusted_mva050 50 Day MA
3034 DCOILWTICO_Log Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3035 DCOILWTICO_mva365 Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 365 Day MA
3045 DCOILBRENTEU_mva365 Crude Oil Prices: Brent - Europe 365 Day MA
3049 NEWORDER_YoY4 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 4 Year over 4 Year
3051 NEWORDER_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3054 NEWORDER_Log Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3055 NEWORDER_mva365 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3056 NEWORDER_mva200 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3057 NEWORDER_mva050 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3061 ALTSALES_Smooth Savitsky-Golay Smoothed (p=3, n=365) Light Weight Vehicle Sales: Autos and Light Trucks
3064 ALTSALES_Log Log of Light Weight Vehicle Sales: Autos and Light Trucks
3068 ICSA_YoY Initial Jobless Claims Year over Year
3073 ICSA_SmoothDer Derivative of Smoothed Initial Jobless Claims
3083 GSPC.Open_SmoothDer Derivative of Smoothed
3093 GSPC.High_SmoothDer Derivative of Smoothed
3103 GSPC.Low_SmoothDer Derivative of Smoothed
3113 GSPC.Close_SmoothDer Derivative of Smoothed
3121 GSPC.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3125 GSPC.Volume_mva365 365 Day MA
3133 GSPC.Adjusted_SmoothDer Derivative of Smoothed
3143 FXAIX.Open_SmoothDer Derivative of Smoothed
3153 FXAIX.High_SmoothDer Derivative of Smoothed
3163 FXAIX.Low_SmoothDer Derivative of Smoothed
3173 FXAIX.Close_SmoothDer Derivative of Smoothed
3178 FXAIX.Volume_YoY Year over Year
3179 FXAIX.Volume_YoY4 4 Year over 4 Year
3180 FXAIX.Volume_YoY5 5 Year over 5 Year
3181 FXAIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3182 FXAIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3183 FXAIX.Volume_SmoothDer Derivative of Smoothed
3184 FXAIX.Volume_Log Log of
3185 FXAIX.Volume_mva365 365 Day MA
3186 FXAIX.Volume_mva200 200 Day MA
3187 FXAIX.Volume_mva050 50 Day MA
3193 FXAIX.Adjusted_SmoothDer Derivative of Smoothed
3203 FTIHX.Open_SmoothDer Derivative of Smoothed
3213 FTIHX.High_SmoothDer Derivative of Smoothed
3223 FTIHX.Low_SmoothDer Derivative of Smoothed
3233 FTIHX.Close_SmoothDer Derivative of Smoothed
3238 FTIHX.Volume_YoY Year over Year
3239 FTIHX.Volume_YoY4 4 Year over 4 Year
3240 FTIHX.Volume_YoY5 5 Year over 5 Year
3241 FTIHX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3242 FTIHX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3243 FTIHX.Volume_SmoothDer Derivative of Smoothed
3244 FTIHX.Volume_Log Log of
3245 FTIHX.Volume_mva365 365 Day MA
3246 FTIHX.Volume_mva200 200 Day MA
3247 FTIHX.Volume_mva050 50 Day MA
3263 MDIZX.Open_SmoothDer Derivative of Smoothed
3273 MDIZX.High_SmoothDer Derivative of Smoothed
3283 MDIZX.Low_SmoothDer Derivative of Smoothed
3293 MDIZX.Close_SmoothDer Derivative of Smoothed
3298 MDIZX.Volume_YoY Year over Year
3299 MDIZX.Volume_YoY4 4 Year over 4 Year
3300 MDIZX.Volume_YoY5 5 Year over 5 Year
3301 MDIZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3302 MDIZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3303 MDIZX.Volume_SmoothDer Derivative of Smoothed
3304 MDIZX.Volume_Log Log of
3305 MDIZX.Volume_mva365 365 Day MA
3306 MDIZX.Volume_mva200 200 Day MA
3307 MDIZX.Volume_mva050 50 Day MA
3313 MDIZX.Adjusted_SmoothDer Derivative of Smoothed
3323 DODIX.Open_SmoothDer Derivative of Smoothed
3333 DODIX.High_SmoothDer Derivative of Smoothed
3343 DODIX.Low_SmoothDer Derivative of Smoothed
3353 DODIX.Close_SmoothDer Derivative of Smoothed
3358 DODIX.Volume_YoY Year over Year
3359 DODIX.Volume_YoY4 4 Year over 4 Year
3360 DODIX.Volume_YoY5 5 Year over 5 Year
3361 DODIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3362 DODIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3363 DODIX.Volume_SmoothDer Derivative of Smoothed
3364 DODIX.Volume_Log Log of
3365 DODIX.Volume_mva365 365 Day MA
3366 DODIX.Volume_mva200 200 Day MA
3367 DODIX.Volume_mva050 50 Day MA
3373 DODIX.Adjusted_SmoothDer Derivative of Smoothed
3383 RLG.Open_SmoothDer Derivative of Smoothed
3393 RLG.High_SmoothDer Derivative of Smoothed
3403 RLG.Low_SmoothDer Derivative of Smoothed
3413 RLG.Close_SmoothDer Derivative of Smoothed
3418 RLG.Volume_YoY Year over Year
3419 RLG.Volume_YoY4 4 Year over 4 Year
3420 RLG.Volume_YoY5 5 Year over 5 Year
3421 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3422 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3423 RLG.Volume_SmoothDer Derivative of Smoothed
3424 RLG.Volume_Log Log of
3425 RLG.Volume_mva365 365 Day MA
3426 RLG.Volume_mva200 200 Day MA
3427 RLG.Volume_mva050 50 Day MA
3433 RLG.Adjusted_SmoothDer Derivative of Smoothed
3443 DJI.Open_SmoothDer Derivative of Smoothed
3453 DJI.High_SmoothDer Derivative of Smoothed
3463 DJI.Low_SmoothDer Derivative of Smoothed
3473 DJI.Close_SmoothDer Derivative of Smoothed
3493 DJI.Adjusted_SmoothDer Derivative of Smoothed
3503 STOXX50E.Open_SmoothDer Derivative of Smoothed
3513 STOXX50E.High_SmoothDer Derivative of Smoothed
3523 STOXX50E.Low_SmoothDer Derivative of Smoothed
3533 STOXX50E.Close_SmoothDer Derivative of Smoothed
3544 STOXX50E.Volume_Log Log of
3553 STOXX50E.Adjusted_SmoothDer Derivative of Smoothed
3563 EFA.Open_SmoothDer Derivative of Smoothed
3573 EFA.High_SmoothDer Derivative of Smoothed
3583 EFA.Low_SmoothDer Derivative of Smoothed
3593 EFA.Close_SmoothDer Derivative of Smoothed
3624 GDP_Log Log of Gross Domestic Product
3625 GDP_mva365 Gross Domestic Product 365 Day MA
3626 GDP_mva200 Gross Domestic Product 200 Day MA
3627 GDP_mva050 Gross Domestic Product 50 Day MA
3631 FNDEFX_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3633 FNDEFX_SmoothDer Derivative of Smoothed Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3634 FNDEFX_Log Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3638 FDEFX_YoY Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) Year over Year
3644 FDEFX_Log Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3645 FDEFX_mva365 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3646 FDEFX_mva200 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3647 FDEFX_mva050 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3653 GDPNOW_SmoothDer Derivative of Smoothed Fed Atlanta GDPNow
3654 GDPNOW_Log Log of Fed Atlanta GDPNow
3656 GDPNOW_mva200 Fed Atlanta GDPNow 200 Day MA
3657 GDPNOW_mva050 Fed Atlanta GDPNow 50 Day MA
3663 GDPC1_SmoothDer Derivative of Smoothed Real Gross Domestic Product
3664 GDPC1_Log Log of Real Gross Domestic Product
3674 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
3675 GDPDEF_mva365 Gross Domestic Product: Implicit Price Deflator 365 Day MA
3676 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
3677 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
3683 VIG.Open_SmoothDer Derivative of Smoothed
3693 VIG.High_SmoothDer Derivative of Smoothed
3703 VIG.Low_SmoothDer Derivative of Smoothed
3713 VIG.Close_SmoothDer Derivative of Smoothed
3721 VIG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3725 VIG.Volume_mva365 365 Day MA
3733 VIG.Adjusted_SmoothDer Derivative of Smoothed
3741 WLRRAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3743 WLRRAL_SmoothDer Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3745 WLRRAL_mva365 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 365 Day MA
3746 WLRRAL_mva200 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA
3747 WLRRAL_mva050 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 50 Day MA
3748 FEDFUNDS_YoY Effective Federal Funds Rate Year over Year
3751 FEDFUNDS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Effective Federal Funds Rate
3753 FEDFUNDS_SmoothDer Derivative of Smoothed Effective Federal Funds Rate
3754 FEDFUNDS_Log Log of Effective Federal Funds Rate
3755 FEDFUNDS_mva365 Effective Federal Funds Rate 365 Day MA
3756 FEDFUNDS_mva200 Effective Federal Funds Rate 200 Day MA
3757 FEDFUNDS_mva050 Effective Federal Funds Rate 50 Day MA
3761 GPDI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gross Private Domestic Investment
3763 GPDI_SmoothDer Derivative of Smoothed Gross Private Domestic Investment
3764 GPDI_Log Log of Gross Private Domestic Investment
3765 GPDI_mva365 Gross Private Domestic Investment 365 Day MA
3771 W790RC1Q027SBEA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Net domestic investment: Private: Domestic busines
3773 W790RC1Q027SBEA_SmoothDer Derivative of Smoothed Net domestic investment: Private: Domestic busines
3774 W790RC1Q027SBEA_Log Log of Net domestic investment: Private: Domestic busines
3778 MZMV_YoY Velocity of MZM Money Stock Year over Year
3784 MZMV_Log Log of Velocity of MZM Money Stock
3785 MZMV_mva365 Velocity of MZM Money Stock 365 Day MA
3786 MZMV_mva200 Velocity of MZM Money Stock 200 Day MA
3787 MZMV_mva050 Velocity of MZM Money Stock 50 Day MA
3788 M1_YoY M1 Money Stock Year over Year
3794 M1_Log Log of M1 Money Stock
3795 M1_mva365 M1 Money Stock 365 Day MA
3796 M1_mva200 M1 Money Stock 200 Day MA
3797 M1_mva050 M1 Money Stock 50 Day MA
3798 M2_YoY M2 Money Stock Year over Year
3804 M2_Log Log of M2 Money Stock
3805 M2_mva365 M2 Money Stock 365 Day MA
3806 M2_mva200 M2 Money Stock 200 Day MA
3807 M2_mva050 M2 Money Stock 50 Day MA
3813 OPHNFB_SmoothDer Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons
3814 OPHNFB_Log Log of Nonfarm Business Sector: Real Output Per Hour of All Persons
3825 IPMAN_mva365 Industrial Production: Manufacturing (NAICS) 365 Day MA
3891 GS5_Smooth Savitsky-Golay Smoothed (p=3, n=365) 5-Year Treasury Constant Maturity Rate
3894 GS5_Log Log of 5-Year Treasury Constant Maturity Rate
3895 GS5_mva365 5-Year Treasury Constant Maturity Rate 365 Day MA
3896 GS5_mva200 5-Year Treasury Constant Maturity Rate 200 Day MA
3897 GS5_mva050 5-Year Treasury Constant Maturity Rate 50 Day MA
3898 PSAVERT_YoY Personal Saving Rate Year over Year
3900 PSAVERT_YoY5 Personal Saving Rate 5 Year over 5 Year
3901 PSAVERT_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Saving Rate
3903 PSAVERT_SmoothDer Derivative of Smoothed Personal Saving Rate
3910 VIXCLS_YoY5 CBOE Volatility Index 5 Year over 5 Year
3911 VIXCLS_Smooth Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index
3912 VIXCLS_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) CBOE Volatility Index
3915 VIXCLS_mva365 CBOE Volatility Index 365 Day MA
3918 VXX.Open_YoY Year over Year
3938 VXX.Low_YoY Year over Year
3948 VXX.Close_YoY Year over Year
3960 VXX.Volume_YoY5 5 Year over 5 Year
3963 VXX.Volume_SmoothDer Derivative of Smoothed
3964 VXX.Volume_Log Log of
3968 VXX.Adjusted_YoY Year over Year
3991 GFDEBTN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt
3994 GFDEBTN_Log Log of Federal Debt: Total Public Debt
3995 GFDEBTN_mva365 Federal Debt: Total Public Debt 365 Day MA
3996 GFDEBTN_mva200 Federal Debt: Total Public Debt 200 Day MA
3997 GFDEBTN_mva050 Federal Debt: Total Public Debt 50 Day MA
4013 EXHOSLUSM495S_SmoothDer Derivative of Smoothed Existing Home Sales
4024 MSPUS_Log Log of Median Sales Price of Houses Sold for the United States (NSA)
4025 MSPUS_mva365 Median Sales Price of Houses Sold for the United States (NSA) 365 Day MA
4026 MSPUS_mva200 Median Sales Price of Houses Sold for the United States (NSA) 200 Day MA
4027 MSPUS_mva050 Median Sales Price of Houses Sold for the United States (NSA) 50 Day MA
4028 UMDMNO_YoY Manufacturers’ New Orders: Durable Goods (NSA) Year over Year
4029 UMDMNO_YoY4 Manufacturers’ New Orders: Durable Goods (NSA) 4 Year over 4 Year
4031 UMDMNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (NSA)
4035 UMDMNO_mva365 Manufacturers’ New Orders: Durable Goods (NSA) 365 Day MA
4045 DGORDER_mva365 Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4046 DGORDER_mva200 Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4055 CSUSHPINSA_mva365 S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4056 CSUSHPINSA_mva200 S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
4061 GFDEGDQ188S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4063 GFDEGDQ188S_SmoothDer Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4064 GFDEGDQ188S_Log Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4068 FYFSD_YoY Federal Surplus or Deficit Year over Year
4072 FYFSD_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit
4073 FYFSD_SmoothDer Derivative of Smoothed Federal Surplus or Deficit
4074 FYFSD_Log Log of Federal Surplus or Deficit
4075 FYFSD_mva365 Federal Surplus or Deficit 365 Day MA
4076 FYFSD_mva200 Federal Surplus or Deficit 200 Day MA
4077 FYFSD_mva050 Federal Surplus or Deficit 50 Day MA
4078 FYFSGDA188S_YoY Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year
4082 FYFSGDA188S_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4084 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4085 FYFSGDA188S_mva365 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4086 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4087 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4131 GDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4133 GDX.Volume_SmoothDer Derivative of Smoothed
4137 GDX.Volume_mva050 50 Day MA
4155 XLE.Open_mva365 365 Day MA
4156 XLE.Open_mva200 200 Day MA
4165 XLE.High_mva365 365 Day MA
4166 XLE.High_mva200 200 Day MA
4175 XLE.Low_mva365 365 Day MA
4176 XLE.Low_mva200 200 Day MA
4185 XLE.Close_mva365 365 Day MA
4186 XLE.Close_mva200 200 Day MA
4205 XLE.Adjusted_mva365 365 Day MA
4206 XLE.Adjusted_mva200 200 Day MA
4215 GSG.Open_mva365 365 Day MA
4225 GSG.High_mva365 365 Day MA
4235 GSG.Low_mva365 365 Day MA
4245 GSG.Close_mva365 365 Day MA
4265 GSG.Adjusted_mva365 365 Day MA
4275 WALCL_mva365 All Federal Reserve Banks: Total Assets 365 Day MA
4279 OUTMS_YoY4 Manufacturing Sector: Real Output 4 Year over 4 Year
4284 OUTMS_Log Log of Manufacturing Sector: Real Output
4285 OUTMS_mva365 Manufacturing Sector: Real Output 365 Day MA
4286 OUTMS_mva200 Manufacturing Sector: Real Output 200 Day MA
4287 OUTMS_mva050 Manufacturing Sector: Real Output 50 Day MA
4294 MANEMP_Log Log of All Employees: Manufacturing
4295 MANEMP_mva365 All Employees: Manufacturing 365 Day MA
4296 MANEMP_mva200 All Employees: Manufacturing 200 Day MA
4297 MANEMP_mva050 All Employees: Manufacturing 50 Day MA
4298 PRS30006163_YoY Manufacturing Sector: Real Output Per Person Year over Year
4299 PRS30006163_YoY4 Manufacturing Sector: Real Output Per Person 4 Year over 4 Year
4304 PRS30006163_Log Log of Manufacturing Sector: Real Output Per Person
4306 PRS30006163_mva200 Manufacturing Sector: Real Output Per Person 200 Day MA
4307 PRS30006163_mva050 Manufacturing Sector: Real Output Per Person 50 Day MA
4310 BAMLC0A3CA_YoY5 ICE BofAML US Corporate A Option-Adjusted Spread 5 Year over 5 Year
4312 BAMLC0A3CA_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) ICE BofAML US Corporate A Option-Adjusted Spread
4314 BAMLC0A3CA_Log Log of ICE BofAML US Corporate A Option-Adjusted Spread
4315 BAMLC0A3CA_mva365 ICE BofAML US Corporate A Option-Adjusted Spread 365 Day MA
4316 BAMLC0A3CA_mva200 ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA
4320 AAA_YoY5 Moody’s Seasoned Aaa Corporate Bond Yield 5 Year over 5 Year
4321 AAA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield
4324 AAA_Log Log of Moody’s Seasoned Aaa Corporate Bond Yield
4325 AAA_mva365 Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4326 AAA_mva200 Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4327 AAA_mva050 Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA
4331 SOFR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate
4333 SOFR_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate
4335 SOFR_mva365 Secured Overnight Financing Rate 365 Day MA
4336 SOFR_mva200 Secured Overnight Financing Rate 200 Day MA
4337 SOFR_mva050 Secured Overnight Financing Rate 50 Day MA
4341 SOFRVOL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4345 SOFRVOL_mva365 Secured Overnight Financing Volume 365 Day MA
4348 SOFR99_YoY Secured Overnight Financing Rate: 99th Percentile Year over Year
4350 SOFR99_YoY5 Secured Overnight Financing Rate: 99th Percentile 5 Year over 5 Year
4351 SOFR99_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile
4353 SOFR99_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile
4354 SOFR99_Log Log of Secured Overnight Financing Rate: 99th Percentile
4355 SOFR99_mva365 Secured Overnight Financing Rate: 99th Percentile 365 Day MA
4356 SOFR99_mva200 Secured Overnight Financing Rate: 99th Percentile 200 Day MA
4357 SOFR99_mva050 Secured Overnight Financing Rate: 99th Percentile 50 Day MA
4361 SOFR75_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 75th Percentile
4363 SOFR75_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4365 SOFR75_mva365 Secured Overnight Financing Rate: 75th Percentile 365 Day MA
4366 SOFR75_mva200 Secured Overnight Financing Rate: 75th Percentile 200 Day MA
4367 SOFR75_mva050 Secured Overnight Financing Rate: 75th Percentile 50 Day MA
4370 SOFR25_YoY5 Secured Overnight Financing Rate: 25th Percentile 5 Year over 5 Year
4371 SOFR25_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 25th Percentile
4373 SOFR25_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
4374 SOFR25_Log Log of Secured Overnight Financing Rate: 25th Percentile
4375 SOFR25_mva365 Secured Overnight Financing Rate: 25th Percentile 365 Day MA
4376 SOFR25_mva200 Secured Overnight Financing Rate: 25th Percentile 200 Day MA
4377 SOFR25_mva050 Secured Overnight Financing Rate: 25th Percentile 50 Day MA
4380 SOFR1_YoY5 Secured Overnight Financing Rate: 1st Percentile 5 Year over 5 Year
4381 SOFR1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 1st Percentile
4383 SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4384 SOFR1_Log Log of Secured Overnight Financing Rate: 1st Percentile
4385 SOFR1_mva365 Secured Overnight Financing Rate: 1st Percentile 365 Day MA
4386 SOFR1_mva200 Secured Overnight Financing Rate: 1st Percentile 200 Day MA
4387 SOFR1_mva050 Secured Overnight Financing Rate: 1st Percentile 50 Day MA
4391 OBFR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate
4393 OBFR_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate
4394 OBFR_Log Log of Overnight Bank Funding Rate
4395 OBFR_mva365 Overnight Bank Funding Rate 365 Day MA
4396 OBFR_mva200 Overnight Bank Funding Rate 200 Day MA
4397 OBFR_mva050 Overnight Bank Funding Rate 50 Day MA
4401 OBFR99_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 99th Percentile
4403 OBFR99_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4405 OBFR99_mva365 Overnight Bank Funding Rate: 99th Percentile 365 Day MA
4406 OBFR99_mva200 Overnight Bank Funding Rate: 99th Percentile 200 Day MA
4407 OBFR99_mva050 Overnight Bank Funding Rate: 99th Percentile 50 Day MA
4411 OBFR75_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 75th Percentile
4413 OBFR75_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
4414 OBFR75_Log Log of Overnight Bank Funding Rate: 75th Percentile
4415 OBFR75_mva365 Overnight Bank Funding Rate: 75th Percentile 365 Day MA
4416 OBFR75_mva200 Overnight Bank Funding Rate: 75th Percentile 200 Day MA
4417 OBFR75_mva050 Overnight Bank Funding Rate: 75th Percentile 50 Day MA
4421 OBFR25_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 25th Percentile
4423 OBFR25_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
4424 OBFR25_Log Log of Overnight Bank Funding Rate: 25th Percentile
4425 OBFR25_mva365 Overnight Bank Funding Rate: 25th Percentile 365 Day MA
4426 OBFR25_mva200 Overnight Bank Funding Rate: 25th Percentile 200 Day MA
4427 OBFR25_mva050 Overnight Bank Funding Rate: 25th Percentile 50 Day MA
4431 OBFR1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile
4433 OBFR1_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
4434 OBFR1_Log Log of Overnight Bank Funding Rate: 1st Percentile
4435 OBFR1_mva365 Overnight Bank Funding Rate: 1st Percentile 365 Day MA
4436 OBFR1_mva200 Overnight Bank Funding Rate: 1st Percentile 200 Day MA
4437 OBFR1_mva050 Overnight Bank Funding Rate: 1st Percentile 50 Day MA
4441 RPONTSYD_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4443 RPONTSYD_SmoothDer Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4444 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4446 RPONTSYD_mva200 Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 200 Day MA
4453 IOER_SmoothDer Derivative of Smoothed Interest Rate on Excess Reserves
4454 IOER_Log Log of Interest Rate on Excess Reserves
4455 IOER_mva365 Interest Rate on Excess Reserves 365 Day MA
4456 IOER_mva200 Interest Rate on Excess Reserves 200 Day MA
4457 IOER_mva050 Interest Rate on Excess Reserves 50 Day MA
4463 WRESBAL_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks
4468 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
4474 EXCSRESNW_Log Log of Excess Reserves of Depository Institutions
4475 EXCSRESNW_mva365 Excess Reserves of Depository Institutions 365 Day MA
4476 EXCSRESNW_mva200 Excess Reserves of Depository Institutions 200 Day MA
4477 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
4478 ECBASSETS_YoY Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4484 ECBASSETS_Log Log of Central Bank Assets for Euro Area (11-19 Countries)
4485 ECBASSETS_mva365 Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4486 ECBASSETS_mva200 Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4487 ECBASSETS_mva050 Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4494 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4495 EUNNGDP_mva365 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4496 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4497 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4499 CEU0600000007_YoY4 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 4 Year over 4 Year
4503 CEU0600000007_SmoothDer Derivative of Smoothed Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4504 CEU0600000007_Log Log of Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4506 CEU0600000007_mva200 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 200 Day MA
4507 CEU0600000007_mva050 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 50 Day MA
4508 CURRENCY_YoY Currency Component of M1 (Seasonally Adjusted) Year over Year
4514 CURRENCY_Log Log of Currency Component of M1 (Seasonally Adjusted)
4515 CURRENCY_mva365 Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4516 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4517 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4524 WCURRNS_Log Log of Currency Component of M1
4525 WCURRNS_mva365 Currency Component of M1 365 Day MA
4526 WCURRNS_mva200 Currency Component of M1 200 Day MA
4527 WCURRNS_mva050 Currency Component of M1 50 Day MA
4529 BOGMBASE_YoY4 Monetary Base; Total 4 Year over 4 Year
4533 BOGMBASE_SmoothDer Derivative of Smoothed Monetary Base; Total
4538 PRS88003193_YoY Nonfinancial Corporations Sector: Unit Profits Year over Year
4544 PRS88003193_Log Log of Nonfinancial Corporations Sector: Unit Profits
4545 PRS88003193_mva365 Nonfinancial Corporations Sector: Unit Profits 365 Day MA
4546 PRS88003193_mva200 Nonfinancial Corporations Sector: Unit Profits 200 Day MA
4547 PRS88003193_mva050 Nonfinancial Corporations Sector: Unit Profits 50 Day MA
4555 PPIACO_mva365 Producer Price Index for All Commodities 365 Day MA
4556 PPIACO_mva200 Producer Price Index for All Commodities 200 Day MA
4565 PCUOMFGOMFG_mva365 Producer Price Index by Industry: Total Manufacturing Industries 365 Day MA
4566 PCUOMFGOMFG_mva200 Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA
4574 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4575 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4578 POPTHM_SmoothDer Derivative of Smoothed Population (U.S.)
4579 POPTHM_SmoothDer Derivative of Smoothed Population (U.S.)
4580 POPTHM_Log Log of Population (U.S.)
4581 POPTHM_Log Log of Population (U.S.)
4582 POPTHM_mva365 Population (U.S.) 365 Day MA
4583 POPTHM_mva365 Population (U.S.) 365 Day MA
4584 POPTHM_mva200 Population (U.S.) 200 Day MA
4585 POPTHM_mva200 Population (U.S.) 200 Day MA
4586 POPTHM_mva050 Population (U.S.) 50 Day MA
4587 POPTHM_mva050 Population (U.S.) 50 Day MA
4594 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4595 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4598 POPTHM.1_SmoothDer Derivative of Smoothed
4599 POPTHM.1_SmoothDer Derivative of Smoothed
4600 POPTHM.1_Log Log of
4601 POPTHM.1_Log Log of
4602 POPTHM.1_mva365 365 Day MA
4603 POPTHM.1_mva365 365 Day MA
4604 POPTHM.1_mva200 200 Day MA
4605 POPTHM.1_mva200 200 Day MA
4606 POPTHM.1_mva050 50 Day MA
4607 POPTHM.1_mva050 50 Day MA
4611 CLF16OV_Smooth Savitsky-Golay Smoothed (p=3, n=365) Civilian Labor Force Level, SA
4615 CLF16OV_mva365 Civilian Labor Force Level, SA 365 Day MA
4616 CLF16OV_mva200 Civilian Labor Force Level, SA 200 Day MA
4625 LNU01000000_mva365 Civilian Labor Force Level, NSA 365 Day MA
4626 LNU01000000_mva200 Civilian Labor Force Level, NSA 200 Day MA
4628 LNU03000000_YoY Unemployment Level (NSA) Year over Year
4638 UNEMPLOY_YoY Unemployment Level, seasonally adjusted Year over Year
4655 RSAFS_mva365 Advance Retail Sales: Retail and Food Services 365 Day MA
4656 RSAFS_mva200 Advance Retail Sales: Retail and Food Services 200 Day MA
4657 RSAFS_mva050 Advance Retail Sales: Retail and Food Services 50 Day MA
4659 FRGSHPUSM649NCIS_YoY4 Cass Freight Index: Shipments 4 Year over 4 Year
4661 FRGSHPUSM649NCIS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Cass Freight Index: Shipments
4663 FRGSHPUSM649NCIS_SmoothDer Derivative of Smoothed Cass Freight Index: Shipments
4664 FRGSHPUSM649NCIS_Log Log of Cass Freight Index: Shipments
4665 FRGSHPUSM649NCIS_mva365 Cass Freight Index: Shipments 365 Day MA
4666 FRGSHPUSM649NCIS_mva200 Cass Freight Index: Shipments 200 Day MA
4667 FRGSHPUSM649NCIS_mva050 Cass Freight Index: Shipments 50 Day MA
4673 BOPGTB_SmoothDer Derivative of Smoothed Trade Balance: Goods, Balance of Payments Basis (SA)
4674 BOPGTB_Log Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4676 BOPGTB_mva200 Trade Balance: Goods, Balance of Payments Basis (SA) 200 Day MA
4677 BOPGTB_mva050 Trade Balance: Goods, Balance of Payments Basis (SA) 50 Day MA
4678 TERMCBPER24NS_YoY Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan Year over Year
4681 TERMCBPER24NS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4683 TERMCBPER24NS_SmoothDer Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4684 TERMCBPER24NS_Log Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4685 TERMCBPER24NS_mva365 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 365 Day MA
4686 TERMCBPER24NS_mva200 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA
4687 TERMCBPER24NS_mva050 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
4688 A065RC1A027NBEA_YoY Personal income (NSA) Year over Year
4694 A065RC1A027NBEA_Log Log of Personal income (NSA)
4695 A065RC1A027NBEA_mva365 Personal income (NSA) 365 Day MA
4696 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
4697 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
4704 PI_Log Log of Personal income (SA)
4705 PI_mva365 Personal income (SA) 365 Day MA
4706 PI_mva200 Personal income (SA) 200 Day MA
4707 PI_mva050 Personal income (SA) 50 Day MA
4714 PCE_Log Log of Personal Consumption Expenditures (SA)
4715 PCE_mva365 Personal Consumption Expenditures (SA) 365 Day MA
4716 PCE_mva200 Personal Consumption Expenditures (SA) 200 Day MA
4717 PCE_mva050 Personal Consumption Expenditures (SA) 50 Day MA
4724 A053RC1Q027SBEA_Log Log of National income: Corporate profits before tax (without IVA and CCAdj)
4725 A053RC1Q027SBEA_mva365 National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4726 A053RC1Q027SBEA_mva200 National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA
4727 A053RC1Q027SBEA_mva050 National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA
4734 CPROFIT_Log Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4735 CPROFIT_mva365 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4736 CPROFIT_mva200 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA
4737 CPROFIT_mva050 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA
4743 SPY.Open_SmoothDer Derivative of Smoothed
4753 SPY.High_SmoothDer Derivative of Smoothed
4763 SPY.Low_SmoothDer Derivative of Smoothed
4773 SPY.Close_SmoothDer Derivative of Smoothed
4793 SPY.Adjusted_SmoothDer Derivative of Smoothed
4803 MDY.Open_SmoothDer Derivative of Smoothed
4813 MDY.High_SmoothDer Derivative of Smoothed
4823 MDY.Low_SmoothDer Derivative of Smoothed
4833 MDY.Close_SmoothDer Derivative of Smoothed
4853 MDY.Adjusted_SmoothDer Derivative of Smoothed
4863 EES.Open_SmoothDer Derivative of Smoothed
4873 EES.High_SmoothDer Derivative of Smoothed
4883 EES.Low_SmoothDer Derivative of Smoothed
4893 EES.Close_SmoothDer Derivative of Smoothed
4904 EES.Volume_Log Log of
4905 EES.Volume_mva365 365 Day MA
4913 EES.Adjusted_SmoothDer Derivative of Smoothed
4923 IJR.Open_SmoothDer Derivative of Smoothed
4933 IJR.High_SmoothDer Derivative of Smoothed
4943 IJR.Low_SmoothDer Derivative of Smoothed
4953 IJR.Close_SmoothDer Derivative of Smoothed
4965 IJR.Volume_mva365 365 Day MA
4973 IJR.Adjusted_SmoothDer Derivative of Smoothed
4983 VGSTX.Open_SmoothDer Derivative of Smoothed
4993 VGSTX.High_SmoothDer Derivative of Smoothed
5003 VGSTX.Low_SmoothDer Derivative of Smoothed
5013 VGSTX.Close_SmoothDer Derivative of Smoothed
5018 VGSTX.Volume_YoY Year over Year
5019 VGSTX.Volume_YoY4 4 Year over 4 Year
5020 VGSTX.Volume_YoY5 5 Year over 5 Year
5021 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5022 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5023 VGSTX.Volume_SmoothDer Derivative of Smoothed
5024 VGSTX.Volume_Log Log of
5025 VGSTX.Volume_mva365 365 Day MA
5026 VGSTX.Volume_mva200 200 Day MA
5027 VGSTX.Volume_mva050 50 Day MA
5033 VGSTX.Adjusted_SmoothDer Derivative of Smoothed
5043 VFINX.Open_SmoothDer Derivative of Smoothed
5053 VFINX.High_SmoothDer Derivative of Smoothed
5063 VFINX.Low_SmoothDer Derivative of Smoothed
5073 VFINX.Close_SmoothDer Derivative of Smoothed
5078 VFINX.Volume_YoY Year over Year
5079 VFINX.Volume_YoY4 4 Year over 4 Year
5080 VFINX.Volume_YoY5 5 Year over 5 Year
5081 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5082 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5083 VFINX.Volume_SmoothDer Derivative of Smoothed
5084 VFINX.Volume_Log Log of
5085 VFINX.Volume_mva365 365 Day MA
5086 VFINX.Volume_mva200 200 Day MA
5087 VFINX.Volume_mva050 50 Day MA
5093 VFINX.Adjusted_SmoothDer Derivative of Smoothed
5145 VOE.Volume_mva365 365 Day MA
5163 VOT.Open_SmoothDer Derivative of Smoothed
5173 VOT.High_SmoothDer Derivative of Smoothed
5183 VOT.Low_SmoothDer Derivative of Smoothed
5193 VOT.Close_SmoothDer Derivative of Smoothed
5205 VOT.Volume_mva365 365 Day MA
5213 VOT.Adjusted_SmoothDer Derivative of Smoothed
5219 TMFGX.Open_YoY4 4 Year over 4 Year
5220 TMFGX.Open_YoY5 5 Year over 5 Year
5223 TMFGX.Open_SmoothDer Derivative of Smoothed
5224 TMFGX.Open_Log Log of
5227 TMFGX.Open_mva050 50 Day MA
5229 TMFGX.High_YoY4 4 Year over 4 Year
5230 TMFGX.High_YoY5 5 Year over 5 Year
5233 TMFGX.High_SmoothDer Derivative of Smoothed
5234 TMFGX.High_Log Log of
5237 TMFGX.High_mva050 50 Day MA
5239 TMFGX.Low_YoY4 4 Year over 4 Year
5240 TMFGX.Low_YoY5 5 Year over 5 Year
5243 TMFGX.Low_SmoothDer Derivative of Smoothed
5244 TMFGX.Low_Log Log of
5247 TMFGX.Low_mva050 50 Day MA
5249 TMFGX.Close_YoY4 4 Year over 4 Year
5250 TMFGX.Close_YoY5 5 Year over 5 Year
5253 TMFGX.Close_SmoothDer Derivative of Smoothed
5254 TMFGX.Close_Log Log of
5257 TMFGX.Close_mva050 50 Day MA
5258 TMFGX.Volume_YoY Year over Year
5259 TMFGX.Volume_YoY4 4 Year over 4 Year
5260 TMFGX.Volume_YoY5 5 Year over 5 Year
5261 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5262 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5263 TMFGX.Volume_SmoothDer Derivative of Smoothed
5264 TMFGX.Volume_Log Log of
5265 TMFGX.Volume_mva365 365 Day MA
5266 TMFGX.Volume_mva200 200 Day MA
5267 TMFGX.Volume_mva050 50 Day MA
5269 TMFGX.Adjusted_YoY4 4 Year over 4 Year
5270 TMFGX.Adjusted_YoY5 5 Year over 5 Year
5273 TMFGX.Adjusted_SmoothDer Derivative of Smoothed
5274 TMFGX.Adjusted_Log Log of
5277 TMFGX.Adjusted_mva050 50 Day MA
5283 IWM.Open_SmoothDer Derivative of Smoothed
5293 IWM.High_SmoothDer Derivative of Smoothed
5303 IWM.Low_SmoothDer Derivative of Smoothed
5313 IWM.Close_SmoothDer Derivative of Smoothed
5333 IWM.Adjusted_SmoothDer Derivative of Smoothed
5343 ONEQ.Open_SmoothDer Derivative of Smoothed
5353 ONEQ.High_SmoothDer Derivative of Smoothed
5363 ONEQ.Low_SmoothDer Derivative of Smoothed
5373 ONEQ.Close_SmoothDer Derivative of Smoothed
5381 ONEQ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5385 ONEQ.Volume_mva365 365 Day MA
5393 ONEQ.Adjusted_SmoothDer Derivative of Smoothed
5403 FSMAX.Open_SmoothDer Derivative of Smoothed
5413 FSMAX.High_SmoothDer Derivative of Smoothed
5423 FSMAX.Low_SmoothDer Derivative of Smoothed
5433 FSMAX.Close_SmoothDer Derivative of Smoothed
5438 FSMAX.Volume_YoY Year over Year
5439 FSMAX.Volume_YoY4 4 Year over 4 Year
5440 FSMAX.Volume_YoY5 5 Year over 5 Year
5441 FSMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5442 FSMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5443 FSMAX.Volume_SmoothDer Derivative of Smoothed
5444 FSMAX.Volume_Log Log of
5445 FSMAX.Volume_mva365 365 Day MA
5446 FSMAX.Volume_mva200 200 Day MA
5447 FSMAX.Volume_mva050 50 Day MA
5453 FSMAX.Adjusted_SmoothDer Derivative of Smoothed
5463 FXNAX.Open_SmoothDer Derivative of Smoothed
5473 FXNAX.High_SmoothDer Derivative of Smoothed
5483 FXNAX.Low_SmoothDer Derivative of Smoothed
5493 FXNAX.Close_SmoothDer Derivative of Smoothed
5498 FXNAX.Volume_YoY Year over Year
5499 FXNAX.Volume_YoY4 4 Year over 4 Year
5500 FXNAX.Volume_YoY5 5 Year over 5 Year
5501 FXNAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5502 FXNAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5503 FXNAX.Volume_SmoothDer Derivative of Smoothed
5504 FXNAX.Volume_Log Log of
5505 FXNAX.Volume_mva365 365 Day MA
5506 FXNAX.Volume_mva200 200 Day MA
5507 FXNAX.Volume_mva050 50 Day MA
5513 FXNAX.Adjusted_SmoothDer Derivative of Smoothed
5523 HAINX.Open_SmoothDer Derivative of Smoothed
5533 HAINX.High_SmoothDer Derivative of Smoothed
5543 HAINX.Low_SmoothDer Derivative of Smoothed
5553 HAINX.Close_SmoothDer Derivative of Smoothed
5558 HAINX.Volume_YoY Year over Year
5559 HAINX.Volume_YoY4 4 Year over 4 Year
5560 HAINX.Volume_YoY5 5 Year over 5 Year
5561 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5562 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5563 HAINX.Volume_SmoothDer Derivative of Smoothed
5564 HAINX.Volume_Log Log of
5565 HAINX.Volume_mva365 365 Day MA
5566 HAINX.Volume_mva200 200 Day MA
5567 HAINX.Volume_mva050 50 Day MA
5573 HAINX.Adjusted_SmoothDer Derivative of Smoothed
5583 HNACX.Open_SmoothDer Derivative of Smoothed
5593 HNACX.High_SmoothDer Derivative of Smoothed
5603 HNACX.Low_SmoothDer Derivative of Smoothed
5613 HNACX.Close_SmoothDer Derivative of Smoothed
5618 HNACX.Volume_YoY Year over Year
5619 HNACX.Volume_YoY4 4 Year over 4 Year
5620 HNACX.Volume_YoY5 5 Year over 5 Year
5621 HNACX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5622 HNACX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5623 HNACX.Volume_SmoothDer Derivative of Smoothed
5624 HNACX.Volume_Log Log of
5625 HNACX.Volume_mva365 365 Day MA
5626 HNACX.Volume_mva200 200 Day MA
5627 HNACX.Volume_mva050 50 Day MA
5633 HNACX.Adjusted_SmoothDer Derivative of Smoothed
5685 VEU.Volume_mva365 365 Day MA
5738 VEIRX.Volume_YoY Year over Year
5739 VEIRX.Volume_YoY4 4 Year over 4 Year
5740 VEIRX.Volume_YoY5 5 Year over 5 Year
5741 VEIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5742 VEIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5743 VEIRX.Volume_SmoothDer Derivative of Smoothed
5744 VEIRX.Volume_Log Log of
5745 VEIRX.Volume_mva365 365 Day MA
5746 VEIRX.Volume_mva200 200 Day MA
5747 VEIRX.Volume_mva050 50 Day MA
5761 BIL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5763 BIL.Open_SmoothDer Derivative of Smoothed
5766 BIL.Open_mva200 200 Day MA
5771 BIL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5773 BIL.High_SmoothDer Derivative of Smoothed
5776 BIL.High_mva200 200 Day MA
5781 BIL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5783 BIL.Low_SmoothDer Derivative of Smoothed
5786 BIL.Low_mva200 200 Day MA
5791 BIL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5793 BIL.Close_SmoothDer Derivative of Smoothed
5796 BIL.Close_mva200 200 Day MA
5805 BIL.Volume_mva365 365 Day MA
5806 BIL.Volume_mva200 200 Day MA
5808 BIL.Adjusted_YoY Year over Year
5811 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5813 BIL.Adjusted_SmoothDer Derivative of Smoothed
5814 BIL.Adjusted_Log Log of
5815 BIL.Adjusted_mva365 365 Day MA
5816 BIL.Adjusted_mva200 200 Day MA
5817 BIL.Adjusted_mva050 50 Day MA
5823 IVOO.Open_SmoothDer Derivative of Smoothed
5833 IVOO.High_SmoothDer Derivative of Smoothed
5843 IVOO.Low_SmoothDer Derivative of Smoothed
5853 IVOO.Close_SmoothDer Derivative of Smoothed
5861 IVOO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5863 IVOO.Volume_SmoothDer Derivative of Smoothed
5864 IVOO.Volume_Log Log of
5865 IVOO.Volume_mva365 365 Day MA
5873 IVOO.Adjusted_SmoothDer Derivative of Smoothed
5883 VO.Open_SmoothDer Derivative of Smoothed
5893 VO.High_SmoothDer Derivative of Smoothed
5903 VO.Low_SmoothDer Derivative of Smoothed
5913 VO.Close_SmoothDer Derivative of Smoothed
5924 VO.Volume_Log Log of
5933 VO.Adjusted_SmoothDer Derivative of Smoothed
5963 CZA.Low_SmoothDer Derivative of Smoothed
5984 CZA.Volume_Log Log of
6045 VYM.Volume_mva365 365 Day MA
6063 ACWI.Open_SmoothDer Derivative of Smoothed
6073 ACWI.High_SmoothDer Derivative of Smoothed
6083 ACWI.Low_SmoothDer Derivative of Smoothed
6093 ACWI.Close_SmoothDer Derivative of Smoothed
6101 ACWI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6103 ACWI.Volume_SmoothDer Derivative of Smoothed
6105 ACWI.Volume_mva365 365 Day MA
6107 ACWI.Volume_mva050 50 Day MA
6113 ACWI.Adjusted_SmoothDer Derivative of Smoothed
6123 SLY.Open_SmoothDer Derivative of Smoothed
6133 SLY.High_SmoothDer Derivative of Smoothed
6143 SLY.Low_SmoothDer Derivative of Smoothed
6153 SLY.Close_SmoothDer Derivative of Smoothed
6161 SLY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6164 SLY.Volume_Log Log of
6173 SLY.Adjusted_SmoothDer Derivative of Smoothed
6183 QQQ.Open_SmoothDer Derivative of Smoothed
6193 QQQ.High_SmoothDer Derivative of Smoothed
6203 QQQ.Low_SmoothDer Derivative of Smoothed
6213 QQQ.Close_SmoothDer Derivative of Smoothed
6225 QQQ.Volume_mva365 365 Day MA
6233 QQQ.Adjusted_SmoothDer Derivative of Smoothed
6243 HYMB.Open_SmoothDer Derivative of Smoothed
6253 HYMB.High_SmoothDer Derivative of Smoothed
6263 HYMB.Low_SmoothDer Derivative of Smoothed
6273 HYMB.Close_SmoothDer Derivative of Smoothed
6284 HYMB.Volume_Log Log of
6285 HYMB.Volume_mva365 365 Day MA
6286 HYMB.Volume_mva200 200 Day MA
6293 HYMB.Adjusted_SmoothDer Derivative of Smoothed
6304 GOLD.Open_Log Log of
6341 GOLD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6344 GOLD.Volume_Log Log of
6345 GOLD.Volume_mva365 365 Day MA
6364 BKR.Open_Log Log of
6404 BKR.Volume_Log Log of
6425 SLB.Open_mva365 365 Day MA
6435 SLB.High_mva365 365 Day MA
6445 SLB.Low_mva365 365 Day MA
6455 SLB.Close_mva365 365 Day MA
6475 SLB.Adjusted_mva365 365 Day MA
6484 HAL.Open_Log Log of
6485 HAL.Open_mva365 365 Day MA
6495 HAL.High_mva365 365 Day MA
6505 HAL.Low_mva365 365 Day MA
6515 HAL.Close_mva365 365 Day MA
6524 HAL.Volume_Log Log of
6535 HAL.Adjusted_mva365 365 Day MA
6544 IP.Open_Log Log of
6581 IP.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6583 IP.Volume_SmoothDer Derivative of Smoothed
6585 IP.Volume_mva365 365 Day MA
6641 PKG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6643 PKG.Volume_SmoothDer Derivative of Smoothed
6647 PKG.Volume_mva050 50 Day MA
6761 FDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6763 FDX.Volume_SmoothDer Derivative of Smoothed
6766 FDX.Volume_mva200 200 Day MA
6767 FDX.Volume_mva050 50 Day MA
6784 T.Open_Log Log of
6823 T.Volume_SmoothDer Derivative of Smoothed
6903 ISMMANPMI_SmoothDer Derivative of Smoothed Institute of Supply Managment PMI Composite Index
6904 ISMMANPMI_Log Log of Institute of Supply Managment PMI Composite Index
6913 MULTPLSP500PERATIOMONTH_SmoothDer Derivative of Smoothed S&P 500 TTM P/E
6924 MULTPLSP500SALESQUARTER_Log Log of S&P 500 TTM Sales (Not Inflation Adjusted)
6925 MULTPLSP500SALESQUARTER_mva365 S&P 500 TTM Sales (Not Inflation Adjusted) 365 Day MA
6926 MULTPLSP500SALESQUARTER_mva200 S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA
6927 MULTPLSP500SALESQUARTER_mva050 S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA
6930 MULTPLSP500DIVYIELDMONTH_YoY5 S&P 500 Dividend Yield by Month 5 Year over 5 Year
6935 MULTPLSP500DIVYIELDMONTH_mva365 S&P 500 Dividend Yield by Month 365 Day MA
6936 MULTPLSP500DIVYIELDMONTH_mva200 S&P 500 Dividend Yield by Month 200 Day MA
6945 MULTPLSP500DIVMONTH_mva365 S&P 500 Dividend by Month (Inflation Adjusted) 365 Day MA
6954 CHRISCMEHG1_Log Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month)
6956 CHRISCMEHG1_mva200 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA
6957 CHRISCMEHG1_mva050 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA
6958 WWDIWLDISAIRGOODMTK1_YoY Air transport, freight Year over Year
6964 WWDIWLDISAIRGOODMTK1_Log Log of Air transport, freight
6965 WWDIWLDISAIRGOODMTK1_mva365 Air transport, freight 365 Day MA
6966 WWDIWLDISAIRGOODMTK1_mva200 Air transport, freight 200 Day MA
6967 WWDIWLDISAIRGOODMTK1_mva050 Air transport, freight 50 Day MA
6995 LBMAGOLD.GBP_AM_mva365 365 Day MA
6996 LBMAGOLD.GBP_AM_mva200 200 Day MA
7005 LBMAGOLD.GBP_PM_mva365 365 Day MA
7006 LBMAGOLD.GBP_PM_mva200 200 Day MA
7015 LBMAGOLD.EURO_AM_mva365 365 Day MA
7025 LBMAGOLD.EURO_PM_mva365 365 Day MA
7028 PETA103600001M_YoY U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
7034 PETA103600001M_Log Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
7044 PETA123600001M_Log Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7046 PETA123600001M_mva200 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7047 PETA123600001M_mva050 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7048 PETA143B00001M_YoY U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
7049 PETA143B00001M_YoY4 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7050 PETA143B00001M_YoY5 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7054 PETA143B00001M_Log Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
7055 PETA143B00001M_mva365 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7056 PETA143B00001M_mva200 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7057 PETA143B00001M_mva050 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7059 PETA133B00001M_YoY4 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 4 Year over 4 Year
7061 PETA133B00001M_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7063 PETA133B00001M_SmoothDer Derivative of Smoothed U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7064 PETA133B00001M_Log Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7070 TOTALOGNRPUSM_YoY5 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
7074 TOTALOGNRPUSM_Log Log of Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
7075 TOTALOGNRPUSM_mva365 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 365 Day MA
7076 TOTALOGNRPUSM_mva200 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 200 Day MA
7077 TOTALOGNRPUSM_mva050 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 50 Day MA
7080 TOTALPANRPUSM_YoY5 Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
7084 TOTALPANRPUSM_Log Log of Crude Oil Rotary Rigs in Operation, Monthly
7085 TOTALPANRPUSM_mva365 Crude Oil Rotary Rigs in Operation, Monthly 365 Day MA
7086 TOTALPANRPUSM_mva200 Crude Oil Rotary Rigs in Operation, Monthly 200 Day MA
7087 TOTALPANRPUSM_mva050 Crude Oil Rotary Rigs in Operation, Monthly 50 Day MA
7090 TOTALNGNRPUSM_YoY5 Natural Gas Rotary Rigs in Operation, Monthly 5 Year over 5 Year
7094 TOTALNGNRPUSM_Log Log of Natural Gas Rotary Rigs in Operation, Monthly
7095 TOTALNGNRPUSM_mva365 Natural Gas Rotary Rigs in Operation, Monthly 365 Day MA
7096 TOTALNGNRPUSM_mva200 Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
7097 TOTALNGNRPUSM_mva050 Natural Gas Rotary Rigs in Operation, Monthly 50 Day MA
7104 BKRTotal_Log Log of Total Rig Count
7105 BKRTotal_mva365 Total Rig Count 365 Day MA
7106 BKRTotal_mva200 Total Rig Count 200 Day MA
7107 BKRTotal_mva050 Total Rig Count 50 Day MA
7114 BKRGas_Log Log of Gas Rig Count
7115 BKRGas_mva365 Gas Rig Count 365 Day MA
7116 BKRGas_mva200 Gas Rig Count 200 Day MA
7117 BKRGas_mva050 Gas Rig Count 50 Day MA
7124 BKROil_Log Log of Oil Rig Count
7125 BKROil_mva365 Oil Rig Count 365 Day MA
7126 BKROil_mva200 Oil Rig Count 200 Day MA
7127 BKROil_mva050 Oil Rig Count 50 Day MA
7128 FARMINCOME_YoY Net Farm Income Year over Year
7134 FARMINCOME_Log Log of Net Farm Income
7135 FARMINCOME_mva365 Net Farm Income 365 Day MA
7136 FARMINCOME_mva200 Net Farm Income 200 Day MA
7137 FARMINCOME_mva050 Net Farm Income 50 Day MA
7141 OPEARNINGSPERSHARE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share
7144 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
7145 OPEARNINGSPERSHARE_mva365 Operating Earnings per Share 365 Day MA
7146 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
7147 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
7151 AREARNINGSPERSHARE_Smooth Savitsky-Golay Smoothed (p=3, n=365) As-Reported Earnings per Share
7154 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
7155 AREARNINGSPERSHARE_mva365 As-Reported Earnings per Share 365 Day MA
7156 AREARNINGSPERSHARE_mva200 As-Reported Earnings per Share 200 Day MA
7157 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
7161 CASHDIVIDENDSPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Cash Dividends per Share
7164 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
7165 CASHDIVIDENDSPERSHR_mva365 Cash Dividends per Share 365 Day MA
7166 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
7167 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
7171 SALESPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Sales per Share
7174 SALESPERSHR_Log Log of Sales per Share
7175 SALESPERSHR_mva365 Sales per Share 365 Day MA
7176 SALESPERSHR_mva200 Sales per Share 200 Day MA
7177 SALESPERSHR_mva050 Sales per Share 50 Day MA
7181 BOOKVALPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Book value per Share
7184 BOOKVALPERSHR_Log Log of Book value per Share
7185 BOOKVALPERSHR_mva365 Book value per Share 365 Day MA
7186 BOOKVALPERSHR_mva200 Book value per Share 200 Day MA
7187 BOOKVALPERSHR_mva050 Book value per Share 50 Day MA
7191 CAPEXPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Cap ex per Share
7194 CAPEXPERSHR_Log Log of Cap ex per Share
7195 CAPEXPERSHR_mva365 Cap ex per Share 365 Day MA
7196 CAPEXPERSHR_mva200 Cap ex per Share 200 Day MA
7197 CAPEXPERSHR_mva050 Cap ex per Share 50 Day MA
7201 PRICE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Price
7204 PRICE_Log Log of Price
7205 PRICE_mva365 Price 365 Day MA
7206 PRICE_mva200 Price 200 Day MA
7207 PRICE_mva050 Price 50 Day MA
7211 OPEARNINGSTTM_Smooth Savitsky-Golay Smoothed (p=3, n=365) TTM Operating Earnings
7214 OPEARNINGSTTM_Log Log of TTM Operating Earnings
7215 OPEARNINGSTTM_mva365 TTM Operating Earnings 365 Day MA
7216 OPEARNINGSTTM_mva200 TTM Operating Earnings 200 Day MA
7217 OPEARNINGSTTM_mva050 TTM Operating Earnings 50 Day MA
7221 AREARNINGSTTM_Smooth Savitsky-Golay Smoothed (p=3, n=365) TTM Reported Earnings
7224 AREARNINGSTTM_Log Log of TTM Reported Earnings
7225 AREARNINGSTTM_mva365 TTM Reported Earnings 365 Day MA
7226 AREARNINGSTTM_mva200 TTM Reported Earnings 200 Day MA
7227 AREARNINGSTTM_mva050 TTM Reported Earnings 50 Day MA
7229 FINRAMarginDebt_YoY4 Margin Debt 4 Year over 4 Year
7233 FINRAMarginDebt_SmoothDer Derivative of Smoothed Margin Debt
7234 FINRAMarginDebt_Log Log of Margin Debt
7237 FINRAMarginDebt_mva050 Margin Debt 50 Day MA
7244 FINRAFreeCreditMargin_Log Log of Free Credit Balances in Customers’ Securities Margin Accounts
7246 FINRAFreeCreditMargin_mva200 Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
7247 FINRAFreeCreditMargin_mva050 Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7248 OCCEquityVolume_YoY Equity Options Volume Year over Year
7254 OCCEquityVolume_Log Log of Equity Options Volume
7255 OCCEquityVolume_mva365 Equity Options Volume 365 Day MA
7256 OCCEquityVolume_mva200 Equity Options Volume 200 Day MA
7257 OCCEquityVolume_mva050 Equity Options Volume 50 Day MA
7258 OCCNonEquityVolume_YoY Non-Equity Options Volume Year over Year
7264 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
7265 OCCNonEquityVolume_mva365 Non-Equity Options Volume 365 Day MA
7266 OCCNonEquityVolume_mva200 Non-Equity Options Volume 200 Day MA
7267 OCCNonEquityVolume_mva050 Non-Equity Options Volume 50 Day MA
7281 BUSLOANS.minus.BUSLOANSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA
7283 BUSLOANS.minus.BUSLOANSNSA_SmoothDer Derivative of Smoothed Business Loans (Montlhy) SA - NSA
7284 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
7287 BUSLOANS.minus.BUSLOANSNSA_mva050 Business Loans (Montlhy) SA - NSA 50 Day MA
7291 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA divided by GDP
7293 BUSLOANS.minus.BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Montlhy) SA - NSA divided by GDP
7294 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
7297 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva050 Business Loans (Montlhy) SA - NSA divided by GDP 50 Day MA
7300 BUSLOANS.by.GDP_YoY5 Business Loans Normalized by GDP 5 Year over 5 Year
7304 BUSLOANS.by.GDP_Log Log of Business Loans Normalized by GDP
7305 BUSLOANS.by.GDP_mva365 Business Loans Normalized by GDP 365 Day MA
7306 BUSLOANS.by.GDP_mva200 Business Loans Normalized by GDP 200 Day MA
7307 BUSLOANS.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7310 BUSLOANS.INTEREST_YoY5 Business Loans (Monthly, SA) Adjusted Interest Burdens 5 Year over 5 Year
7311 BUSLOANS.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens
7312 BUSLOANS.INTEREST_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burdens
7315 BUSLOANS.INTEREST_mva365 Business Loans (Monthly, SA) Adjusted Interest Burdens 365 Day MA
7316 BUSLOANS.INTEREST_mva200 Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7317 BUSLOANS.INTEREST_mva050 Business Loans (Monthly, SA) Adjusted Interest Burdens 50 Day MA
7320 BUSLOANS.INTEREST.by.GDP_YoY5 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 5 Year over 5 Year
7321 BUSLOANS.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7322 BUSLOANS.INTEREST.by.GDP_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7325 BUSLOANS.INTEREST.by.GDP_mva365 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 365 Day MA
7326 BUSLOANS.INTEREST.by.GDP_mva200 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7327 BUSLOANS.INTEREST.by.GDP_mva050 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 50 Day MA
7330 BUSLOANSNSA.by.GDP_YoY5 Business Loans Normalized by GDP 5 Year over 5 Year
7334 BUSLOANSNSA.by.GDP_Log Log of Business Loans Normalized by GDP
7335 BUSLOANSNSA.by.GDP_mva365 Business Loans Normalized by GDP 365 Day MA
7336 BUSLOANSNSA.by.GDP_mva200 Business Loans Normalized by GDP 200 Day MA
7337 BUSLOANSNSA.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7338 TOTCI.by.GDP_YoY Business Loans (Weekly, SA) Normalized by GDP Year over Year
7341 TOTCI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP
7344 TOTCI.by.GDP_Log Log of Business Loans (Weekly, SA) Normalized by GDP
7345 TOTCI.by.GDP_mva365 Business Loans (Weekly, SA) Normalized by GDP 365 Day MA
7346 TOTCI.by.GDP_mva200 Business Loans (Weekly, SA) Normalized by GDP 200 Day MA
7347 TOTCI.by.GDP_mva050 Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7348 TOTCINSA.by.GDP_YoY Business Loans (Weekly, NSA) Normalized by GDP Year over Year
7351 TOTCINSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7355 TOTCINSA.by.GDP_mva365 Business Loans (Weekly, NSA) Normalized by GDP 365 Day MA
7356 TOTCINSA.by.GDP_mva200 Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA
7357 TOTCINSA.by.GDP_mva050 Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7361 TOTCINSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens
7362 TOTCINSA.INTEREST_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, NSA) Adjusted Interest Burdens
7365 TOTCINSA.INTEREST_mva365 Business Loans (Weekly, NSA) Adjusted Interest Burdens 365 Day MA
7366 TOTCINSA.INTEREST_mva200 Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7367 TOTCINSA.INTEREST_mva050 Business Loans (Weekly, NSA) Adjusted Interest Burdens 50 Day MA
7370 TOTCINSA.INTEREST.by.GDP_YoY5 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 5 Year over 5 Year
7371 TOTCINSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7372 TOTCINSA.INTEREST.by.GDP_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7375 TOTCINSA.INTEREST.by.GDP_mva365 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 365 Day MA
7376 TOTCINSA.INTEREST.by.GDP_mva200 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7377 TOTCINSA.INTEREST.by.GDP_mva050 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 50 Day MA
7378 W875RX1.by.GDP_YoY Real Personal Income Normalized by GDP Year over Year
7380 W875RX1.by.GDP_YoY5 Real Personal Income Normalized by GDP 5 Year over 5 Year
7381 W875RX1.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7383 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
7384 W875RX1.by.GDP_Log Log of Real Personal Income Normalized by GDP
7387 W875RX1.by.GDP_mva050 Real Personal Income Normalized by GDP 50 Day MA
7388 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
7390 A065RC1A027NBEA.by.GDP_YoY5 Personal Income (NSA) Normalized by GDP 5 Year over 5 Year
7393 A065RC1A027NBEA.by.GDP_SmoothDer Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7394 A065RC1A027NBEA.by.GDP_Log Log of Personal Income (NSA) Normalized by GDP
7398 PI.by.GDP_YoY Personal Income (SA) Normalized by GDP Year over Year
7400 PI.by.GDP_YoY5 Personal Income (SA) Normalized by GDP 5 Year over 5 Year
7401 PI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
7403 PI.by.GDP_SmoothDer Derivative of Smoothed Personal Income (SA) Normalized by GDP
7404 PI.by.GDP_Log Log of Personal Income (SA) Normalized by GDP
7406 PI.by.GDP_mva200 Personal Income (SA) Normalized by GDP 200 Day MA
7407 PI.by.GDP_mva050 Personal Income (SA) Normalized by GDP 50 Day MA
7409 A053RC1Q027SBEA.by.GDP_YoY4 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 4 Year over 4 Year
7414 A053RC1Q027SBEA.by.GDP_Log Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7415 A053RC1Q027SBEA.by.GDP_mva365 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 365 Day MA
7416 A053RC1Q027SBEA.by.GDP_mva200 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 200 Day MA
7417 A053RC1Q027SBEA.by.GDP_mva050 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 50 Day MA
7418 CPROFIT.by.GDP_YoY National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Year over Year
7424 CPROFIT.by.GDP_Log Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
7426 CPROFIT.by.GDP_mva200 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 200 Day MA
7427 CPROFIT.by.GDP_mva050 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 50 Day MA
7431 CONSUMERNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP
7433 CONSUMERNSA.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7434 CONSUMERNSA.by.GDP_Log Log of Consumer Loans Not Seasonally Adjusted divided by GDP
7435 CONSUMERNSA.by.GDP_mva365 Consumer Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7436 CONSUMERNSA.by.GDP_mva200 Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7437 CONSUMERNSA.by.GDP_mva050 Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7438 RREACBM027NBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7439 RREACBM027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7443 RREACBM027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7444 RREACBM027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7445 RREACBM027NBOG.by.GDP_mva365 Residental Real Estate Loans (Monthly, NSA) divided by GDP 365 Day MA
7446 RREACBM027NBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA
7447 RREACBM027NBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7449 RREACBM027SBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7450 RREACBM027SBOG.by.GDP_YoY5 Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year
7454 RREACBM027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7455 RREACBM027SBOG.by.GDP_mva365 Residental Real Estate Loans (Monthly, SA) divided by GDP 365 Day MA
7456 RREACBM027SBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA
7457 RREACBM027SBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7461 RREACBW027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7463 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7464 RREACBW027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7465 RREACBW027SBOG.by.GDP_mva365 Residental Real Estate Loans (Weekly, SA) divided by GDP 365 Day MA
7466 RREACBW027SBOG.by.GDP_mva200 Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA
7467 RREACBW027SBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7471 RREACBW027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7473 RREACBW027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7474 RREACBW027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7475 RREACBW027NBOG.by.GDP_mva365 Residental Real Estate Loans (Weekly, NSA) divided by GDP 365 Day MA
7476 RREACBW027NBOG.by.GDP_mva200 Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA
7477 RREACBW027NBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7478 UMDMNO.by.GDP_YoY Durable Goods (Monthly, NSA) divided by GDP Year over Year
7479 UMDMNO.by.GDP_YoY4 Durable Goods (Monthly, NSA) divided by GDP 4 Year over 4 Year
7481 UMDMNO.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7485 UMDMNO.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7491 DGORDER.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7495 DGORDER.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7496 DGORDER.by.GDP_mva200 Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7498 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7499 ASHMA.by.GDP_YoY4 Home Mortgages (Quarterly, NSA) divided by GDP 4 Year over 4 Year
7500 ASHMA.by.GDP_YoY5 Home Mortgages (Quarterly, NSA) divided by GDP 5 Year over 5 Year
7504 ASHMA.by.GDP_Log Log of Home Mortgages (Quarterly, NSA) divided by GDP
7506 ASHMA.by.GDP_mva200 Home Mortgages (Quarterly, NSA) divided by GDP 200 Day MA
7507 ASHMA.by.GDP_mva050 Home Mortgages (Quarterly, NSA) divided by GDP 50 Day MA
7511 ASHMA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7515 ASHMA.INTEREST_mva365 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7516 ASHMA.INTEREST_mva200 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7517 ASHMA.INTEREST_mva050 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA
7521 ASHMA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7525 ASHMA.INTEREST.by.GDP_mva365 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 365 Day MA
7526 ASHMA.INTEREST.by.GDP_mva200 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 200 Day MA
7527 ASHMA.INTEREST.by.GDP_mva050 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 50 Day MA
7531 CONSUMERNSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7533 CONSUMERNSA.INTEREST_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7534 CONSUMERNSA.INTEREST_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7535 CONSUMERNSA.INTEREST_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 365 Day MA
7536 CONSUMERNSA.INTEREST_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
7537 CONSUMERNSA.INTEREST_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA
7538 CONSUMERNSA.INTEREST.by.GDP_YoY Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP Year over Year
7541 CONSUMERNSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7543 CONSUMERNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7544 CONSUMERNSA.INTEREST.by.GDP_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7545 CONSUMERNSA.INTEREST.by.GDP_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 365 Day MA
7546 CONSUMERNSA.INTEREST.by.GDP_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA
7547 CONSUMERNSA.INTEREST.by.GDP_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA
7554 TOTLNNSA_Log Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7555 TOTLNNSA_mva365 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7556 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7557 TOTLNNSA_mva050 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7561 TOTLNNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
7564 TOTLNNSA.by.GDP_Log Log of Total Loans Not Seasonally Adjusted divided by GDP
7565 TOTLNNSA.by.GDP_mva365 Total Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7566 TOTLNNSA.by.GDP_mva200 Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7567 TOTLNNSA.by.GDP_mva050 Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7570 TOTLNNSA.INTEREST_YoY5 Total Loans Not Seasonally Adjusted Interest Burdens 5 Year over 5 Year
7571 TOTLNNSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens
7572 TOTLNNSA.INTEREST_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burdens
7575 TOTLNNSA.INTEREST_mva365 Total Loans Not Seasonally Adjusted Interest Burdens 365 Day MA
7576 TOTLNNSA.INTEREST_mva200 Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7577 TOTLNNSA.INTEREST_mva050 Total Loans Not Seasonally Adjusted Interest Burdens 50 Day MA
7580 TOTLNNSA.INTEREST.by.GDP_YoY5 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 5 Year over 5 Year
7581 TOTLNNSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7582 TOTLNNSA.INTEREST.by.GDP_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7585 TOTLNNSA.INTEREST.by.GDP_mva365 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 365 Day MA
7586 TOTLNNSA.INTEREST.by.GDP_mva200 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7587 TOTLNNSA.INTEREST.by.GDP_mva050 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 50 Day MA
7593 WRESBAL.by.GDP_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
7598 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
7603 EXCSRESNW.by.GDP_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7604 EXCSRESNW.by.GDP_Log Log of Excess Reserves of Depository Institutions Divided by GDP
7611 WLRRAL.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7613 WLRRAL.by.GDP_SmoothDer Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7615 WLRRAL.by.GDP_mva365 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 365 Day MA
7616 WLRRAL.by.GDP_mva200 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA
7617 WLRRAL.by.GDP_mva050 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 50 Day MA
7625 SOFR99.minus.SOFR1_mva365 Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 365 Day MA
7634 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7641 EXPMX.minus.IMPMX_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7643 EXPMX.minus.IMPMX_SmoothDer Derivative of Smoothed
7644 EXPMX.minus.IMPMX_Log Log of
7647 EXPMX.minus.IMPMX_mva050 50 Day MA
7650 SRPSABSNNCB.by.GDP_YoY5 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7651 SRPSABSNNCB.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7653 SRPSABSNNCB.by.GDP_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7654 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7664 ASTLL.by.GDP_Log Log of All sectors; total loans; liability, Level (NSA) Divided by GDP
7665 ASTLL.by.GDP_mva365 All sectors; total loans; liability, Level (NSA) Divided by GDP 365 Day MA
7666 ASTLL.by.GDP_mva200 All sectors; total loans; liability, Level (NSA) Divided by GDP 200 Day MA
7667 ASTLL.by.GDP_mva050 All sectors; total loans; liability, Level (NSA) Divided by GDP 50 Day MA
7668 ASFMA.by.GDP_YoY All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year
7670 ASFMA.by.GDP_YoY5 All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7673 ASFMA.by.GDP_SmoothDer Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7674 ASFMA.by.GDP_Log Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7678 ASFMA.by.ASTLL_YoY All sectors; total loans Divided by farm mortgages Year over Year
7683 ASFMA.by.ASTLL_SmoothDer Derivative of Smoothed All sectors; total loans Divided by farm mortgages
7684 ASFMA.by.ASTLL_Log Log of All sectors; total loans Divided by farm mortgages
7691 ASFMA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7695 ASFMA.INTEREST_mva365 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7696 ASFMA.INTEREST_mva200 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7697 ASFMA.INTEREST_mva050 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA
7701 ASFMA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7705 ASFMA.INTEREST.by.GDP_mva365 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 365 Day MA
7706 ASFMA.INTEREST.by.GDP_mva200 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA
7707 ASFMA.INTEREST.by.GDP_mva050 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 50 Day MA
7708 FARMINCOME.by.GDP_YoY Farm Income (Annual, NSA) Divided by GDP Year over Year
7713 FARMINCOME.by.GDP_SmoothDer Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7714 FARMINCOME.by.GDP_Log Log of Farm Income (Annual, NSA) Divided by GDP
7719 BOGMBASE.by.GDP_YoY4 BOGMBASE Divided by GDP 4 Year over 4 Year
7723 BOGMBASE.by.GDP_SmoothDer Derivative of Smoothed BOGMBASE Divided by GDP
7738 ECBASSETS.by.EUNNGDP_YoY Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7743 ECBASSETS.by.EUNNGDP_SmoothDer Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7744 ECBASSETS.by.EUNNGDP_Log Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7753 DGS30TO10_SmoothDer Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7754 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7764 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7773 DGS10TO2_SmoothDer Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7774 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7784 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7794 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7803 DGS10ByAAA_SmoothDer Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7808 LNU03000000BYPOPTHM_YoY Unemployment level (NSA) / Population Year over Year
7818 UNEMPLOYBYPOPTHM_YoY Unemployment level, seasonally adjusted / Population Year over Year
7835 NPPTTLBYPOPTHM_mva365 ADP Private Employment / Population 365 Day MA
7836 NPPTTLBYPOPTHM_mva200 ADP Private Employment / Population 200 Day MA
7848 CHRISCMEHG1.by.PPIACO_YoY Copper, $/lb, Normalized by commodities producer price index Year over Year
7851 CHRISCMEHG1.by.PPIACO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by commodities producer price index
7853 CHRISCMEHG1.by.PPIACO_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index
7863 CHRISCMEHG1.by.CPIAUCSL_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by consumer price index
7884 DCOILWTICO.by.PPIACO_Log Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7923 GDP.by.GDPDEF_SmoothDer Derivative of Smoothed Nominal GDP Normalized by GDP def
7924 GDP.by.GDPDEF_Log Log of Nominal GDP Normalized by GDP def
7935 GSG.Close.by.GDPDEF_mva365 GSCI Commodity-Indexed Trust, Normalized by GDP def 365 Day MA
7945 GSG.Close.by.GSPC.Close_mva365 GSCI Commodity-Indexed Trust, Normalized by S&P 500 365 Day MA
7946 GSG.Close.by.GSPC.Close_mva200 GSCI Commodity-Indexed Trust, Normalized by S&P 500 200 Day MA
7955 GDPBYPOPTHM_mva365 GDP/Population 365 Day MA
7956 GDPBYPOPTHM_mva200 GDP/Population 200 Day MA
7963 GDPBYCPIAUCSL_SmoothDer Derivative of Smoothed GDP divided by CPI
7973 GDPBYCPIAUCSLBYPOPTHM_SmoothDer Derivative of Smoothed GDP divided by CPI/Population
7993 QQQ.CloseBYMDY.Close_SmoothDer Derivative of Smoothed QQQ by MDY
8004 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
8005 GSPC.DailySwing_mva365 S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 365 Day MA
8013 GSPC.Open.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Open divided by GDP deflator
8023 GSPC.Close.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Close divided by GDP deflator
8035 HNFSUSNSA.minus.HSN1FNSA_mva365 Houses for sale - houses sold 365 Day MA
8036 HNFSUSNSA.minus.HSN1FNSA_mva200 Houses for sale - houses sold 200 Day MA
8039 MSPUS.times.HOUST_YoY4 New privately owned units start times median price 4 Year over 4 Year
8045 MSPUS.times.HOUST_mva365 New privately owned units start times median price 365 Day MA
8054 MSPUS.times.HNFSUSNSA_Log Log of New privately owned 1-family units for sale times median price
8055 MSPUS.times.HNFSUSNSA_mva365 New privately owned 1-family units for sale times median price 365 Day MA
8056 MSPUS.times.HNFSUSNSA_mva200 New privately owned 1-family units for sale times median price 200 Day MA
8057 MSPUS.times.HNFSUSNSA_mva050 New privately owned 1-family units for sale times median price 50 Day MA
8063 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_SmoothDer Derivative of Smoothed Median home price times new and existing houses sold
8073 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_SmoothDer Derivative of Smoothed New and existing home sales volume
8085 GSPC.Open_mva050_mva200_sig Sell Signal S&P 500 50 SMA - 200 SMA
8086 MULTPLSP500PERATIOMONTH_Mean S&P 500 TTM P/E Average (Excludes Values Greater Than 50)

Equities

Equity indexes normalized by GDP

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The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

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Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1950-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

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S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
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Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

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Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

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Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

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There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

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Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 242 rows containing non-finite values (stat_smooth).

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 342 rows containing non-finite values (stat_smooth).

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

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## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

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Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

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Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 2.5)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 103 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 195 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 791 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.